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Background: Previous studies have investigated the role of cognitive factors in the relationship between stressful life events and depression; however, few studies comprehensively considered cognitive and personality factors. Therefore, this study investigated the multiple mediating roles of fatalism and core self-evaluations in the relationship between stressful life events and depression.Methods: A cross-sectional survey was conducted with 537 Chinese university students (Mage = 20.20, SD = 1.38) at two universities in Guizhou and Sichuan provinces. The independent variable was stressful life events; mediating variables were fatalism and core self-evaluations; and the dependent variable was extent of depression. Multiple mediation analysis was performed using the PROCESS macro in SPSS.Results: Significant positive correlations were found among stressful life events, fatalism, and depression, while core self-evaluations were significantly negatively correlated with stressful life events, fatalism, and depression. After adjusting for demographic variables, stressful life events directly and positively influenced depression (β = 0.370, 95% CI = 0.292-0.448). Fatalism and core self-evaluations played multiple mediating roles in the relationship between stressful life events and depression, with stressful life events influencing depression through three mediation pathways (total mediation effect = 0.199, 95% CI = 0.145-0.254), which accounted for 53.85% of the total effect.Limitations: The data used in this study were self-reported by university students and measureed via cross-sectional designs.Conclusions: Stressful life events can influence depression either directly or indirectly by simultaneously increasing fatalism and lowering core self-evaluations (parallel mediation) or decreasing core self-evaluations through increasing the level of fatalism (serial mediation). [ABSTRACT FROM AUTHOR]