This study utilizes a terabyte dataset from a telecommunications company to examine the relationship between screen size and cellular data consumption for a large number of phone and tablet users. We find the relationship exhibits a different pattern within the two device categories of phones and tablets. For phone users, there is an overall positive and significant relationship over the range of screen size from 1 inch to below 7 inches, which is, however, mainly driven by the dramatic decrease in usage on traditional phones with screens less than 3 inches. Particularly for smartphones with screens 3.5 inches or higher, we do not find a significant relationship between screen size and cellular data consumption measured by either the time spent on the mobile network or the amount of data transmitted. For tablet users, we find evidence that suggests that people spend less time on tablets with bigger screens, which could potentially be due to the reduced portability of large tablets. Our findings can provide important implications for mobile network operators in promoting data plans to users with different devices.