Many studies have identified that adverse childhood experiences (ACEs) are associated with non-suicidal self-injury (NSSI) and suicidality. However, most studies have been restricted to a few types of ACEs. This study aims to investigate the association of 13 common types of ACEs with NSSI, suicidal ideation (SI), and suicide attempts (SA), as well as the mediation of depressive and anxiety symptoms therein. A total of 1771 (994 male, 777 female) students aged 11–16 (12.9 ± 0.6) years who participated in the baseline survey of the Chinese Adolescent Health Growth Cohort study were included in the analysis. ACEs, including childhood maltreatment, other common forms of ACEs, and smoking, were measured via the Chinese version of the Child Trauma Questionnaire (CTQ) and a series of valid questionnaires that were derived from previous studies. NSSI was measured using the Chinese version of the Functional Assessment of Self-mutilation. SI and SA were measured using questions derived from the Global School Based Student Health Survey. Depressive symptoms were measured via the Chinese version of the Center for Epidemiologic Studies Depression Scale, and anxiety symptoms were measured via the General Anxiety Disorder-7. Of the included participants, 92.0% reported one or more category of ACEs. Smoking, parent–child separation, emotional abuse, physical abuse, and being bullied were positively associated with NSSI; smoking, parent–child separation, emotional abuse, physical abuse, emotional neglect, and being bullied were positively associated with SI; smoking, emotional abuse, and being bullied were positively associated with SA. The associations of ACEs with NSSI, SI, and SA were each partially or completely mediated through depressive and anxiety symptoms. Children and adolescents who had experiences of smoking, physical abuse, and being bullied during childhood are consistently and independently associated with NSSI and suicidality, and these associations may be largely mediated through depressive and anxiety symptoms. In conclusion, not all the types of ACEs are independently associated with NSSI, and suicidality and other associations may mediate through depressive and anxiety symptoms. Target interventions for adolescents’ NSSI and suicidality should focus on those who have a history of ACEs and depressive and anxiety symptoms.