<p>This study aimed to investigate the relationship between parental psychological control and adolescent depression as well as the mediating effects of self-esteem and self-identity. We further examined gender differences in the chain mediation effect. The Parental Psychological Control Questionnaire, Self-Esteem Scale, Self-Identity Scale, and Center for Epidemiologic Studies Depression Scale were administered to investigate the responses of 1671 junior high school students. SPSS 21.0 and Mplus 8.0 were used to perform correlation analysis, evaluation of chain-mediating effect and gender differences in the model. After controlling for demographic variables, parental psychological control significantly and positively predicted depression among these adolescents. Self-esteem and self-identity mediated the relationship between parental psychological control and adolescent depression. There was a significant gender difference in the chain mediation model; specifically, the impact of parental psychological control on adolescent self-esteem was more significant in girls. The present results revealed the influence of parental psychological control on adolescent depression and its underlying mechanisms, offering insights into the prevention and intervention of depression among adolescents.</p>