This study aims to discuss the effect of ethnicity on child maltreatment trauma in China and to contribute to international knowledge on the quality of life of children. The data come from a survey of 1763 rural children (Mage = 12.34, 50.0% boys) in three multi-ethnic counties in western China that was conducted from November 2019 to January 2020 with the modified versions of the “Juvenile Victimization Questionnaire” Scale. There are three important findings of this study. First, child maltreatment is significantly related to child depression in China. The depression score and rate of severe depression symptoms (SDS) are 2.09 times and 3.82 times higher, respectively, for maltreated children than children without maltreatment. Second, the effects of maltreatment on child depression differ significantly among the ethnic groups. The negative effect of maltreatment is most influential among the Han population and least influential among the Zhuang population. Third, ethnic disparities are also found in the effects of the influencing factors on child depression. The effect of intergenerational relationships on child depression is significant only in the Han and Tibetan populations, while the negative effect of peer support is found only among Han, Tibetan, and Miao children. Based on the confirmation of ethnic disparities in trauma due to maltreatment, this study suggests that it is necessary to establish a high-quality psychological intervention system in China’s multi-ethnic counties.