Psychological strain is associated with suicidal behavior; however, the way that psychological strain leads to suicidal behavior remains unclear. The current study examines the mediation effect of psychache on the relationship between psychological strain and suicidal behavior among Chinese Hui and Han medical students. A total of 1,696 enrolled medical students (974 Han and 722 Hui) were administered the Psychological Strain Scale (PSS), the Suicide Behavior Questionnaire-Revised (SBQ-R) scale, and the Psychache Scale. There were significant differences in the PSS between different ethnic groups. Correlation analysis showed that both psychological strain and psychache were positively correlated with suicidal behaviors, and the two predictive variables were also positively correlated. The mediation effect test procedure showed that the direct and indirect effects (mediator effect) of psychological strain on suicidal behaviors were significant. The findings indicate that psychological strain partially induced psychache in both two ethnicity groups, leading to suicidal behavior in Chinese medical college students.