Previous research has shown that both the daily experiences and personal traits of adolescents are linked to aggression. Our aim was to further investigate the relationship between leisure experience, self-esteem, and aggression according to the general aggression model. In addition, within frustration-aggression theory, we proposed that leisure experience and aggression have a negative correlation. Furthermore, based on broaden-and-build theory, we explored the mediating role of self-esteem between leisure experience and aggression. The participants included 660 Chinese teenagers with an average age of 14.3. Among them, male students accounted for 310 (49.4%) and female students accounted for 318 (50.6%). The results showed that leisure experience was positively correlated with self-esteem and negatively correlated with aggression, while self-esteem was also negatively correlated with aggression. Additionally, self-esteem fully mediated the relationship between leisure experience and aggression. Our study could enrich research on leisure and provide a basis for protective factors of aggression in adolescents.