Negative emotions caused by break-up are the key work of university students’ psychological intervention. It is important to explore the specific factors of break-up distress for university students’ psychological intervention. Therefore, we investigated 869 university students to examine the effect of Machiavellianism and psychological capital on break-up distress, as well as its gender difference. The results indicated that high Machiavellians experience more break-up distress. Moreover, through structural equation models, we found that as for female university students, psychological capital mediated the relationship between Machiavellianism and break-up distress. However, as for male university students, the mediation effect was not significant. It means that for female university students, psychological capital acted as the mechanism to connect Machiavellianism and break-up distress.