Bullying is one of the most common forms of school violence. Although the negative impact of bullying victimization on students' mental health outcomes has been well documented, the underlying mechanism of the association lacks investigation, especially in the rural Chinese boarding school context. This study examined (1) the associations between bullying victimization and mental health (i.e., subjective well-being and depressive symptoms), and (2) the mediating roles of cognitive reappraisal and expressive suppression in Chinese boys and girls from a rural boarding school in Gansu province. This cross-sectional study involved 655 Chinese rural adolescents in a boarding school in Gansu province (M[subscript age] = 15.68 years, SD = 0.96; 408 girls). Structural equation modelling (SEM) was used to evaluate the mediation model, and the bootstrap approach was used to test the indirect effect. The total effects from bullying victimization to subjective well-being (for boys: [beta] = - 0.32, p < 0.001; for girls: [beta] = - 0.35, p < 0.001) and depressive symptoms (for boys: [beta] = 0.29, p < 0.001; for girls: [beta] = 0.32, p < 0.001) were significant in boys and girls. The indirect effect of bullying victimization through cognitive reappraisal on subjective well-being ([beta] = -0.11, 95% CI - 0.17 to - 0.06) and depressive symptoms ([beta] = 0.09, 95% CI 0.05 to 0.15) was significant in girls, whereas the indirect effect was not significant in boys. The indirect effect through expressive suppression was not significant in both boys and girls. This study extends the literature by demonstrating the underlying mechanism linking bullying victimization to poor mental health. Gender differences were identified regarding the indirect effects. These findings have cultural implications for bullying victimization intervention on Chinese rural adolescents' mental health.