Problematic mobile phone use can predict depression in adolescents, but few studies have thoroughly explored its internal mechanism. This study surveyed 1,768 Chinese adolescents in three educational levels (upper grades of elementary, junior middle, and high school levels) using a questionnaire. Results showed that (1) problematic mobile phone use significantly positively predicted adolescents' depression after controlling for gender and age, (2) parent-child relationship played a mediating role between problematic mobile phone use and adolescents' depression, and (3) adolescents' educational level moderated relationships between problematic mobile phone use and parent-child relationship as well as parent-child relationship and depression. The negative effect of problematic mobile phone use on the parent-child relationship and the impact of the parent-child relationship on depression are weakened as the educational level of adolescents increases. These findings indicated that problematic mobile phone use affects adolescents' depression by reducing the quality of parent-child relationship, wherein the degree of influence reduces at high educational levels. Limitations and future directions of this study were also discussed.