Forest ecological security is an important component of ecological security and national security, and it is a requirement for the sustainable development of the forestry economy. In this study, based on the pressure–state–response (PSR) model, an evaluation index system of forest ecological security was constructed regarding three aspects: the pressure on the forest ecosystem caused by human activities, the state of the forest ecosystem, and the response measures taken by humans to protect the forest ecosystem. The forest ecological security and its pressure, state, and response in 31 provinces (municipalities and autonomous regions) in China from 2004 to 2018 were evaluated. Furthermore, with the help of a mediating effect model, the Moran index, and a spatial econometric model, the interaction relationship, spatial correlation effect, and spatial spillover effect of the pressure–state–response of forest ecological security were analyzed. The results showed the following: First, during the study period, the forest ecological security of most provinces was at sensitive and critical safety levels, and the forest ecological security level in Northeast and Southwest China was generally higher than that in Northwest and East China. Second, regarding the pressure, state, and response of forest ecological security, the pressure was generally low but with an increasing trend, the state was relatively good with continuous improvement, and the response was clearly insufficient and showed a fluctuating downward trend. Third, there were six different transmission mechanisms between pressure, state, and response of forest ecological security, among which there were significant transmission barriers between pressure and response. Given these findings, we propose suggestions to promote the improvement of forest ecological security in China.