Abstract:The present study explored the relationship among bullying victimization, sense of security, self-esteem and depression, by surveying 978 middle school students. The results showed that: (1) There is a significant correlation between bullying victimization, sense of security, self-esteem, and depression; (2) Bullying victimization can directly predicts depression, and it can also be through the mediating effect of sense of security, self-esteem, and their chain mediation. These findings have important theoretical value for deepening understanding the mechanism of bullying victimization on depression and have practical implications for preventing middle school students’ depression problems.