Depression and suicidal tendencies are notably prevalent among adolescents, yet few studies have revealed the impact of social status on them. This study aimed to explore the mediating and moderating effects of anxiety and psychological resilience on family status, school status, depression, and suicidal ideation. A total of 1,190 secondary school students aged 13 to 17 years (mean age: 13.57 ± 2.02 years) were evaluated depression, anxiety, and suicidal ideation using the PHQ-8 and GAD-7 questionnaires. Subjective family and school status were also assessed. Data analysis was conducted using Mplus, SPSS's Process, and the RSA 3.0 plugin. Subjective family/school status, anxiety, psychological resilience, depression, and suicidal ideation were significantly correlated. Anxiety played a partial mediating role in the influence of subjective family status and subjective school on depression and suicidal ideation, and psychological resilience moderated the impact of anxiety on adolescent depression and suicidal ideation (βdepression = -0.05, p < 0.01; βsuicidal ideation = -0.06, p < 0.05). Subjective family status and school status played important roles in depression and suicidal ideation in adolescents, and anxiety and psychological resilience played mediating and moderating roles.