Behavioral problems and depression are correlated with educational outcomes. The existing literature usually focuses on a unidirectional effect pathway from behavior problems or depression to educational outcomes, and often neglects the gender differences in their relationships and the concrete mechanisms linking educational outcomes to behavioral problems or depression. To fill these gaps, this dissertation examines behavioral problems, depression, and their reciprocal relationships with educational outcomes. China, the largest education system in the world, is used as a case study. Structural equation modeling (SEM) is employed to analyze data from three large-scale and longitudinal datasets: the China Family Panel Studies, the China Education Panel Survey, and the Gansu Survey of Children and Families. Results confirm that both behavioral problems and depression have reciprocal relationships with educational outcomes. For behavioral problems, this dissertation focuses on externalizing problems and finds that externalizing problems and educational achievement can negatively affect each other, but such a reciprocal relationship only exists between externalizing problems and language achievement, not math achievement. In the long term, externalizing problems and educational achievement through each other have statistically significant effects on children’s educational attainment, although such effects are minimal in effect size. Regarding depression, it has negative and reciprocal relationships with both educational achievement and educational attainment. In particular, higher educational achievement lowers the level of subsequent depression by resulting in less peers’ unfriendliness, less pressure from parents’ expectations, and less teachers’ criticism. Moreover, there are gender differences in the association between depression and educational achievement. Girls have higher educational achievement and higher depression levels, but also have a stronger negative association between depression and educational achievement than boys. The reciprocal relationship between educational achievement and depression holds only for girls, not boys. Finally, the gender disparity in depression is more pronounced in low-achieving students. High-achieving girls do not exhibit higher levels of depression than high-achieving boys, while low-achieving girls exhibit much higher depression than low-achieving boys, even if their prior achievement and depression are considered. These results suggest that low-achieving girls are the group most vulnerable to depression.