Cyberbullying is defined as “any behavior performed through electronic or digital media by individuals or groups that repeatedly communicates hostile or aggressive messages intended to inflict harm or discomfort on others”. So, cyberbullying victimization refers to experiences that someone cyberbullied by the perpetrators. Nowadays, a growing body of research has investigated the influence of cyberbullying victimization on individuals’ social-psychological adaptation and made a series of achievements. For example, researches demonstrated that cyberbullying victimization could contribute to induce more negative affect, increase in negative self-concept, decrease in self-esteem as well as increase in loneliness and deviant behaviors. As research continues, some researchers begin to explore the association between cyberbullying victimization and physical health. These studies have shown that cyberbullying victimization was positively associated with somatic symptoms, such as headache, feeling nervous, difficulties in getting to sleep and so on. However, few research using the standardized questionnaires directly explored the relation between cyberbullying victimization and sleeping problem. Sleep plays a critical role in adolescents’ daily life. There is considerable evidence suggesting that poor sleep quality could seriously damaged the adolescents’ cognitive and emotional function, and then lead to a series of negative consequences. It is necessary to explore the influence of cyberbullying victimization on adolescents’ sleeping problem and the underlying psychological process. Existing research has showed that perceived stress and depression might play important roles between cyberbullying victimization and sleeping problem. Therefore, this study intends to explore the influence of cyberbullying victimization on sleeping problem and its mechanism. To investigate the relationship between cyberbullying, perceived stress, depression and sleeping problem, a survey research method was adopted in which the Cyberbullying Victimization Scale, Depression Anxiety Stress Scale, Pittsburgh Sleep Quality Index Scale and Traditional Victimization Scale were administered to 682 middle school students. Data were collected and analyzed with AMOS 21.0 and the bias-corrected percentile Bootstrap method was used to analyze the chain mediating roles of perceived stress and depression between cyberbullying victimization and sleeping problem. The results indicated: (1) The relationships between each pair of cyberbullying victimization, stress, depression and sleeping problem was significantly positive. And cyberbullying victimization, perceived stress as well as depression were positively correlate with sleeping problem. Cyberbullying victimization directly predict sleeping problem but had no direct effect on depression. However, cyberbullying victimization significantly predict perceived stress; perceived stress significantly predict depression; both perceived stress and depression significantly predict sleeping problem. (2) Cyberbullying victimization affected adolescents’ sleeping problem through two indirect paths: through the mediating role of perceived stress; through the chain mediating role of both perceived stress and depression. The present study highlighted the complex nature of association between cyberbullying victimization and adolescents’ sleeping problem, which expanded upon the existing research related to the association between offline stressors and sleeping problem by exploring the negative effect of online stressors. It may contribute to understand how cyberbullying victimization influences sleeping problem. In addition, these findings had theoretical and practical implications for educators aimed at preventing the adverse influence of cyberbullying victimization and improving adolescents’ sleep quality.