The aims of this study were (1) to examine differences in the level of self-esteem among adolescents with different roles in aggression involvement (aggression perpetrators, victims, perpetrator-victims and neutrals) according to gender and (2) to examine the moderating effects of depression and family support on association between aggression involvement and self-esteem. A total of 8085 adolescents in Taiwan completed questionnaires. The relationships between self-esteem and aggression involvement were examined by multiple regression analysis. The moderating effects of depression and family support on the association between aggression involvement and self-esteem were examined. The results showed that in females, aggression victims had lower self-esteem than those in the other three groups (t=−2.940 to 2.173, p<0.05); however, there was no significant difference in self-esteem among perpetrators, perpetrator-victims, and neutrals (t=0.693–0.933, p>0.05). In males, self-esteem in victims and perpetrator-victims was lower than in neutrals and perpetrators (t=−3.339 to −2.704, p<0.01); however, there was no difference in self-esteem between victims and perpetrator-victims (t=−1.115, p>0.05) or between perpetrators and neutrals (t=−1.396, p>0.05). Family support had a moderating effect on the association between self-esteem and victimization in males. Depression had a moderating effect on the association between self-esteem and perpetration-victimization and victimization in males. The results indicate that self-esteem in adolescents with different patterns of involvement in aggression is not the same as in those without involvement. The moderating effects of depression and family support should be considered when developing intervention strategies to raise self-esteem in adolescents with aggression involvement.