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Objective: This study aims to explore the association between life events and coping styles, and how resilience and self-esteem mediate the association.Methods: A cross-sectional study was conducted among 981 left-behind adolescents (LBAs) in five junior high schools in Hunan Province, China, from April 13 to April 20, 2020. We utilized self-designed sociodemographic questionnaire, Adolescent Self-Rating Life Events Checklist, Resilience Scale Chinese Adolescent, Rosenberg Self-Esteem Scale, and Simplified Coping Style Questionnaire to assess the mental health of LBAs. Statistic description, Pearson correlation analysis, and structural equation model were adopted to analyze the data.Results: Results revealed that life events could negatively predict resilience (β = −0.29, P < 0.001) and self-esteem (β = −0.39, P < 0.001) and positively predict LBAs' positive coping style (β = 0.28, P < 0.001) and negative coping style (β = 0.21, P < 0.001). Self-esteem could also positively predict the resilience of LBAs (β = 0.62, P < 0.001); resilience could negatively predict the negative coping style (β = −0.21, P < 0.001) and positively predict the positive coping style (β = 0.79, P < 0.001). Life events not only have direct effects on negative coping style (β = 0.21) and positive coping style (β = 0.28) but also have indirect effects on coping styles by affecting resilience (β = −0.29) and self-esteem (β = −0.39). The total effect of life events on coping styles was 0.32, where 34.37% was mediated by resilience and self-esteem.Conclusion: We proved that resilience and self-esteem mediated most of the effects of life events on coping styles. The findings had important implications for interventions to promote mental health of LBAs, particularly the enhancement of resilience and self-esteem.