School Bullying Victimization and Depression Symptoms in Adolescents: The Mediating Role of Internet Addiction and Moderating Role of Living Areas

School bullying and depression are both serious social and public health problems among adolescents. Prior studies indicated a correlation between bullying and depression. However, the potential moderators remain largely unexplored. This study aimed to identify the mediating effect of Internet addiction and the moderating effect of living in urban or rural areas in the relationship between school bullying victimization and depression symptoms among Chinese adolescents. This cross-sectional study of adolescents was conducted using two-stage random cluster sampling of students in urban and rural public high schools in China. A moderated mediation model was constructed to uncover the underlying mechanism of school bullying victimization and depression symptoms. A total of 2,376 adolescents (52.65% females, mean age ± SD a 14.69 ± 1.76 years) were included in the study. The prevalence of clinical depression symptoms with a cut-off value of 16 on the Center for Epidemiological Studies Depression Scale (CES-D) was 21.76% (95% CI: 20.15, 23.46), and with a cut-off value of 20 on the CES-D was 13.85% (95% CI: 12.51, 15.30) for overall. Our findings indicated a significant positive association between school bullying victimization and depression symptoms (p < 0.01) and a significant mediating effect of Internet addiction in the association between school bullying victimization and depression symptoms (indirect effect = 1.143, 95% CI: 0.677, 1.609; percentage of mediation: 16.7%, 95% CI: 10.3, 23.1). This indirect relationship was partially moderated by the living in urban or rural areas in the mediation process. Specifically, the effect of school bullying victimization on Internet addiction was greater among urban adolescents (simple slope: 0.774, 95% CI: 0.524, 1.024, p < 0.01) than among rural adolescents (simple slope: 0.337, 95% CI: 0.132, 0.543, p < 0.01), but moderating effect of urban-rural areas was not significant on the relationship between Internet addiction and depression symptoms. These findings highlight the mediating role of Internet addiction and the moderating role of living areas in school bullying victimization and adolescents’ depression symptoms, which provide evidence for social work, mental health services, and policy interventions for adolescents in China.