Objective: To investigate the prevalence of bullying and its association with quality of life in Shenzhen middle school students’ and to provide scientific basis for intervention measures. Methods: The study was a cross-sectional study with stratified cluster sampling. The short version of World Health Organization Quality of Life (WHOQOL-BREF), Center for Epidemiological Studies Depression Scale (CES-D) and Self-completed questionnaires, including demographic characteristics and bullying, were utilized to examine the study objectives. 2 103 school students from Shenzhen were selected to take part in the study during July-October of 2017. Multiple liner regression analysis was used to analyze the association between bullying and quality of life. Results: 418 middle school students (19.9%) suffered bully in the past year. 326 students (15.5%) suffered traditional bullying and 182 students (8.7%) suffered cyberbullying in the past year. Male students, junior middle school students and those with bad grades as well as bad relationship with family and classmates were more likely to suffer bullying(χ2=8.89, 41.56, 14.83, 23.42, 32.26, 46.75, P<0.05). The prevalence of depression in students with bullying experience was significantly higher than those without bullying. Students with bullying experience reported significantly lower scores than those without bullying experience in physical domain, psychological domain, social relationship domain and environment domain, and the differences were of statistical significance(t=-7.54, -7.08, -6.88, -6.02, P<0.01). Conclusion The prevalence of bullying in middle school students was high. It was negatively associated with students’ quality of life. The findings underscore the importance of developing psychological interventions for students with bullying.