This study investigated Chinese English-as-a-foreign-language (EFL) learners’ use of vocabulary learning strategies (VLSs) and its relationship with vocabulary knowledge (VK), especially in relation to proficiency, gender, and discipline. Structural equation models were established following exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) procedures, and mediation analyses and multiple-group analyses, as well as analyses of variance, were conducted. Four hundred nineteen sophomores’ strategy use frequency, Vocabulary Size Test (VST) scores (indicative of breadth of VK), Word Associates Test (WAT) scores (indicative of depth of VK), College English Test Band-4 scores, and gender and discipline categories were used as data. Proficiency significantly predicted Attention and Guessing positively but was a negative predictor of Socializing (asking others for help). Girls liked making notes while using dictionaries (DictNote) and Socializing, and students of arts also took more notes. Attention and Guessing significantly predicted VST and WAT positively, but Socializing significantly predicted the breadth and depth of VK negatively, and DictNote, Association, and Repetition had no significant relationship. The predictive power of Attention, Guessing, and Socializing, however, was achieved mainly, or for an important part, via the mediating or indirect effects of proficiency. Gender moderated the predictive power of Attention, Socializing, and DictNote over VST, greater for male students, whereas discipline moderated the relationship between Guessing and WAT, stronger for arts students. The findings are related to strategy features, gender characteristics, disciplinary influence, the EFL context and culture, and effective learning. This study reveals the complex relationships among use of VLSs, VK, and learner variables. Attention is called for to third-party factors in understanding VLSs–VK relationships. Given the important mediating effects of proficiency, it is proposed that vocabulary learning be strategically integrated into the accumulative process of English learning.