Self-esteem is a crucial factor for an individual’s well-being and mental health. Low self-esteem is associated with depression and anxiety. Data about self-esteem is oftentimes collected in Internet-based interventions through Ecological Momentary Assessments and is usually provided on an ordinal scale. We applied models for ordinal outcomes in order to predict the self-esteem of 130 patients based on diary data of an online depression treatment and thereby illustrated a path of how to analyze EMA data in Internet-based interventions. Specifically, we analyzed the relationship between mood, worries, sleep, enjoyed activities, social contact, and the self-esteem of patients. We explored several ordinal models with varying degrees of heterogeneity and estimated them using Bayesian statistics. Thereby, we demonstrated how accounting for patient-heterogeneity influences the prediction performance of self-esteem. Our results show that models that allow for more heterogeneity performed better regarding various performance measures. We also found that higher mood levels and enjoyed activities are associated with higher self-esteem. Sleep, social contact, and worries were significant predictors for only some individuals. Patient-individual parameters enable us to better understand the relationships between the variables on a patient-individual level. The analysis of relationships between self-esteem and other psychological factors on an individual level can therefore lead to valuable information for therapists and practitioners.