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Both traditional school bullying and cyber bullying among adolescents have become international concerns across many countries including China. The role of depressive symptoms in the relationship between various forms of bullying victimization and suicidal ideation has not been adequately studied in the Chinese context. This study aims to explore this issue using self-report data collected from 1,814 high school students in a city in southern China. The results of the structural equation modeling analyses showed that, after controlling for a set of bullying-related variables and demographic information, depressive symptoms played a mediating role in the relationship between certain forms of bullying victimization and suicidal ideation. The effects also differed by gender. Specifically, depressive symptoms mediated the relationship between verbal victimization and suicidal ideation for boys and girls alike. However, depressive symptoms mediated the effects of relational and cyber bullying victimization on suicidal ideation among girls only. In addition, both the effects of cyber bullying victimization and depressive symptoms on suicidal ideation were stronger for girls than boys. Policy implications were then discussed in the Discussion and Conclusion section.