To analyze the relationships between class environment, core self-evaluation and adolescent depression, 1404 high school students were chosen at random to complete the CSES, Class Environment Scale and CES-D. Unconstrained model method and Structural Equation Modeling were used to examine the moderation and mediation effect of core self-evaluation between class environment and adolescent depression. The results show that: (a) core self-evaluation exerts the moderating effects in the relation between teacher-student relationships, students relations, competition and adolescent depression, but it shows poor fit indices of structural models; (b) core self-evaluation exerts the mediating effect in the relation between classroom environment and adolescent depression, of which the core self-evaluation exerts a complete medium effect in the relation between competition and depression.