<p>Peer cliques shape adolescents’ behavior patterns and value norms, while also influencing their perceptions of parenting practices and emotional experiences. Although the relationship between parental psychological control and adolescent adjustment issues has received increasing attention, the underlying mechanisms of this relationship, particularly from the perspective of peer cliques remain unclear. Based on both the individual and peer levels, this study employed a multilevel model to investigate the roles of individual self-esteem and clique support norms in the bidirectional relationship between parental psychological control and depressive symptoms. A total of 904 middle school students from Shaanxi Province, China (43% girls; <i>M</i>_age = 12.73, <i>SD</i> = 0.43) participated in this three-wave longitudinal study (initiated in 2015, with a one-year interval). Results indicated that T1 depressive symptoms could influence T3 depressive symptoms and parental psychological control through T2 self-esteem, and high clique support norms strengthened the negative association between T1 depressive symptoms and T2 self-esteem, particularly in all-boys cliques. These findings reveal that while focusing on the important role of self-esteem in adolescent mental health interventions, more attention should be paid to the potential negative effects of high peer support norms on depressed individuals.</p>