BackgroundChildhood maltreatment has been identified as a risk factor for depressive symptoms. Social anxiety is closely associated with depression. Physical activity has been regarded as an underlying protective factor. Little is known about the complex relations among these factors in Chinese middle school students. This study aimed to explore whether social anxiety mediated the association between childhood maltreatment and depressive symptoms and investigate whether physical activity moderated the indirect or direct effect of the mediation model.MethodsA total of 1,570 middle school students were recruited and measured for childhood maltreatment (measured by Childhood Trauma Questionnaire—Short Form Chinese version), social anxiety (as the mediator, measured by the Chinese simplified version of Social Anxiety Scale for Adolescents), depressive symptoms (measured by the Chinese version of Depression Anxiety Stress Scales-21), physical activity (as the moderator), and covariates such as age, sex, and nationality. The proposed relationships were tested using mediation and moderated mediation models.ResultsEmotional abuse was directly associated with depression, and the association between emotional abuse and depression was partially mediated by social anxiety. The associations between emotional abuse with depression and with social anxiety were moderated by physical activity.ConclusionThis study revealed the mediating role of social anxiety and the moderating role of physical activity between emotional abuse and depression, which emphasizes the potential benefits of sufficient physical activity to reduce social anxiety and depressive symptoms, and more intervention studies should be conducted to explore the direct influence of sufficient physical activity in the future.