VVulnerable children refer to the children who temporarily or permanently are out of normal family, or physically or mentally encountered significant problems, including street children, orphans and AIDS children, disabled children, the fact no one raising children and others. Among them, the fact there is on one to bring up children is also called the fact on one raising children, contains about four sub-classes. The first sub-classes are that one of parents died, the other missed or abandoned children. The second is that both parents are in jail or during the rehabilitation, including that one of parents is in jail and the other abandoned children. The third is that both are severely disabled or ill. The fourth is that parents in poor families caught serious and rare diseases. Compared to general children, vulnerable children are more exposed to negative outcomes in life such as abuse, neglect and stigma. Consequently, vulnerable children are more susceptible to mental disorder such as anxiety, depression, and lower self-esteem. Although an association between childhood adversity and psychiatric disorders has been documented, most research has centered upon the types of adversities experience of orphans, AIDS children and disabled children. However, the studies about the mental development of fact no one raising children are limited in China. The object of current study was to explore the status, characteristics and relationship of vulnerable children`s loneliness, social anxiety, depression and self-esteem, and to investigate the mediating effect of self-esteem, provide the basis for the psychological assistance to vulnerable children. To achieve this goal, a survey was administered to 1733 vulnerable children aged from 4 to 18 years from 17 districts/counties in Chongqing city. The present study is a cross-sectional study, and data were collected from June to September 2016 as part of the impact evaluation of the Vulnerable Child Care Service Project in Chongqing .All participants were completed this survey that included the depression self-rating scale for Child (DSRSC), the children`s loneliness scale (CLS), the social anxiety?scale?for?children (SASC) and the self-esteem scale (SES).The data was analyzed with SPSS19.0 and Amos21.0.First, MANOVA was used to analyze the characteristics and interaction between gender and age of the participants’ level of depression, loneliness, social anxiety and self-esteem. Secondly, Spear-man correlation analysis was used to analysis the depression-loneliness relationship, the depression-social anxiety relationship, the depression-self-esteem relationship, the loneliness-social anxiety relationship, the loneliness-self-esteem relationship and the-social anxiety-self-esteem relationship. Finally, these six types’ relationships were used to test the mediating effect of self-esteem for relationships among social anxiety, loneliness and depression by structural equation modeling. The results as follow：(1) There were significant gender difference in depression, social anxiety and self-esteem (P<0.05), and significant age difference in depression, loneliness, social anxiety and self-esteem of vulnerable children (P<0.05). (2) The loneliness and social anxiety were significantly positive relevant to depression and could significantly predict it, self-esteem was significantly negative relevant to depression and could significantly predict it. (3) Structural equation modeling showed that the mediating effect of self-esteem was significant in the relationship between interpersonal disorder (loneliness and social anxiety) and depression. Not only could loneliness and social anxiety significantly predict depression, but it could also affect depression through the mediating role of self-esteem. These findings indicated that for vulnerable children, loneliness and social anxiety had effects on depression, and the effects are partially mediated by self-esteem. The findings provide external validity for mediation effect of self-esteem for the relationship between interpersonal disorder and depression, which can be used to improve the mental health of vulnerable children.