Non-suicidal self-injury (NSSI) has been acknowledged as a major public health concern among adolescents. However, the complex association between parental rejection and NSSI is not entirely understood and the existing literature does not address the underlying mechanism of adolescent depressive symptoms in explaining the process. Three waves of data (called T1, T2 and T3) were collected 6 months apart, between November 2018 and 2019, in a sample of 1987 Chinese adolescents (56.1% males; ages 10 to 14, M = 12.32, SD = 0.53). Two separate autoregressive cross-lagged models were used to examine the bidirectional association between parental rejection and NSSI as well as the role of depressive symptoms in bidirectional mediation. There was strong evidence of bidirectional effects between parental rejection and NSSI at both 6-month intervals. Parental rejection at T1/T2 positively predicted NSSI at T2/T3, and, vice versa, NSSI at T1/T2 positively predicted parental rejection at T2/T3. Furthermore, we found that the reciprocal association between parent rejection and NSSI was mediated by adolescent depressive symptoms. The present study found reciprocal associations between parental rejection and NSSI, and further demonstrated that the bidirectional process was mediated by depressive symptoms. The findings from this study are of great interest as they help to inform the development of future prevention and intervention strategies for NSSI. Copyright © 2020 The Foundation for Professionals in Services for Adolescents. Published by Elsevier Ltd. All rights reserved.