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Background: According to data from the National Health Commission in 2018, more than 30 million children and adolescents in China suffered from mental health problems of varying degrees, with depression accounting for the largest proportion. Life events occur at every stage of child and adolescent development. Many studies have found a relationship between life events and depression in children and adolescents, but few studies have further explored the mediating and moderating variables that influence this relationship. Based on theoretical and empirical research on social support and cognitive styles, this study established a two-stage moderated mediating model to test whether social support mediates life events to depression, and cognitive style moderates the two mediating pathways. Methods: We recruited 3540 participants from primary and secondary schools in Chongqing and collected 2814 valid data. All the participants completed self-report measures of life events, depression, social support and cognitive styles. The moderated mediation model was examined using SPSS PROCESS model 58. Results: (1) There were significant positive correlations between life events and depression. (2) Social support mediates the relationship between life events and depression in children and adolescents. (3) Cognitive style moderates life events to social support and social support to depression. Limitations: This is a cross-sectional study and the questionnaire is self-reported. Conclusions: In children and adolescents, life events can influence depression through the mediating role of social support and cognitive styles could moderate its two mediating pathways. [ABSTRACT FROM AUTHOR]