An individual's social adaptation, which is influenced by both internalizing and externalizing factors, depends on social anxiety. We proposed that the connection between parental psychological control and social anxiety among middle school students was mediated by negative emotion response-focused strategies and moderated by socioeconomic status (SES). We collected data from 1343 Chinese students from 12 to 16 years old (M = 13.3, SD = 0.96) by applying the questionnaire of parental psychological control scale, social anxiety scale and negative emotion response-focused strategies scale. The findings demonstrated that parental psychological control, including father and mother psychological control, was positively associated with social anxiety and that the relationship between parental psychological control and children's social anxiety was mediated by negative emotion response-focused strategies. Meanwhile, SES played a moderating role in the relationship between children's negative emotion response-focused strategies and social anxiety. The findings also suggest that we should pay more attention to the psychological status and social interaction of children with lower SES.