Background <p>Depression and non-suicidal self-injury (NSSI) are theorized to mutually reinforce one another, yet longitudinal evidence for this bidirectional relationship, particularly in high-risk populations like children who have experienced parental migration, remains limited. Parental migration often exacerbated vulnerabilities due to prolonged separation, making this population critical for understanding mechanisms to disrupt the vicious cycle.</p> Methods <p>A 10-month longitudinal study was conducted to assess 390 left-behind children (158 girls; 7 unreported gender; <i>M</i>_age = 12.50 ± 0.67) at two time points. Cross-lagged panel model was constructed to examine the bidirectional relationship between depression and NSSI, while hierarchical regression was used to examine the moderating role of parental care.</p> Results <p>A significant increase in depression was observed over time, with a significant gender difference that girls reporting higher depression than boys. The prevalence of NSSI remained stable over time, though girls exhibited significantly elevated NSSI at follow-up. Cross-lagged panel modeling confirmed bidirectional relationships that baseline depression significant positively predicted subsequent NSSI, and baseline NSSI significant positively predicted subsequent depression. Notably, parental care emerged as a significant moderator, specifically attenuating the association between depression and subsequent NSSI, but showed no comparable effect on the NSSI to depression pathway.</p> Conclusions <p>This study confirms a reciprocal relationship between depression and NSSI in Chinese children who experienced parental migration, highlighting the buffering effect of parental care on depression-driven NSSI risk.</p>