The adolescent period is considered to be difficult and critical. Adolescents have to face a host of pressures, from changes of puberty to questions about who they are. Seriously depressed teenagers often think about death or suicide, which was associated with higher negative self-evaluation. Although suicidal ideation are relatively common among adolescents, many questions on their causes remain unsolved. Many studies have found that there was a close relationship between core self-evaluation, depression and suicidal ideation. For the majority of suicidal adolescents, depression plays a primary role. However, few studies focus on the mediating role of depression between core self-evaluation and suicidal ideation. Findings from this study are intended to provide empirical support for the strategies for the adolescents’ suicide prevention. To determine the specific effect of depression on relationship between core self-evaluation and suicidal ideation in adolescences, a total of 502 senior high school students were enrolled and measured on a series of questionnaires. Self-evaluation was assessed with Core Self-evaluation Scale, depression was measured by Self-rating Depression Scale, and suicidal thought was examined by Self-rating Idea of Suicide Scale. Two computer-intensive methods, Bootstrapping and Markov chain Monte Carlo methods were used to construct confidence intervals for the mediating effect. This was done using Mplus version 7.0, which involved repeated sampling from data set and estimating indirect effect in each resampled data set. Firstly, 5000 bootstrap samples were drawn with replacement from the original data, and the mediation model was re-estimated and the mediating effect was calculated within each bootstrapping sample. Secondly, the informative Markov chain Monte Carlo method was conducted, and two Markov chains and Gibbs sampler were used to sample from data set for 20,000 times. The 95% confidence intervals for the indirect effect were constructed through both Bootstrapping and MCMC methods. k2 and R2med were used to calculate the effect size of the mediation model. There were significant correlations between core self-evaluation, depression and suicidal ideation among adolescents. In addition, the bias-corrected Bootstrapping and Markov chain Monte Carlo with informative priors found that the 95% confidence intervals of the mediating effect were [-.030，-.011] and [-.024，-.014] respectively, which indicated that the mediating effect was significant. In addition, k2 = .124, and the 95% confidence interval of k2 constructed by bias corrected bootstrapping method was [.070, .178]. Moreover, R2med = .104 and the 95% confidence interval of R2med constructed by bias corrected bootstrapping method was [.063, .156]. Both the k2 and R2med indicated that the effect size of the mediating effect was medium. Results indicated that core self-evaluation was not directly associated with suicidal ideation. More accurately, its association with suicidal ideation was partially mediated by depression. Depression plays a vital role in mediating the relationship between core self-evaluation and suicidal ideation. To prevent adolescents’ suicidal attempts, it is a good way to improve their core self-evaluation. Then their depression level would decrease and suicidal ideations would diminish, thus adolescents may grow up in a healthy way. These data highlights the complexity of suicidal ideation and provides future direction for prevention and intervention of suicidal behaviors.