Little attention was paid to the prevalence of depression in Chinese juvenile delinquents who are studied in correctional work-study schools. Hence, the present study aimed to test the unique, mediating and moderating effects of negative life events, self-esteem, rumination and parental divorce on depression among Chinese juvenile delinquents. A total of 236 juvenile delinquents aged between 12 and 17 years old (M = 14.68 SD = 1.30) were recruited to accomplish a battery of self-report questionnaires concerning their negative life events, self-esteem, rumination, depression and demographic profile. The descriptive analysis showed that there was a positive correlation between negative life events and depression in Chinese juvenile delinquents. Moreover, the results from the structural model indicated that self-esteem and rumination played separate and sequential mediating roles between negative life events and depression. In addition, parental divorce had a moderating effect between negative life events and self-esteem in the model. These results suggest that the prevalence of depression among Chinese juvenile delinquents can be reduced through modification of the ruminative way of thinking, improving their self-esteem when they encounter a number of negative life events. Furthermore, more attention should be paid to the juvenile delinquents who experienced parental divorce.