Applying an integrated theoretical model consisting of the socioecological theory, the self-determination theory, and the broaden-and-build theory, the present study tested a moderated mediation model of parental autonomy support, filial piety, and gratitude to study how these factors are jointly related to pathological Internet use (PIU) in Chinese undergraduate students. A total of 1054 Chinese undergraduate students (M age = 20.35, SD = 1.00, 34.7% females) aged between 16 and 24 years participated in this study. They were instructed to complete self-reported questionnaires on parental autonomy support, filial piety, gratitude, and PIU. The results showed that parental autonomy support was negatively associated with PIU, and filial piety partially mediated this relation. Specifically, parental autonomy support was positively related to filial piety, which, in turn, was negatively associated with PIU. In addition, gratitude moderated the first path of the indirect relation and the direct relation of this mediation effect. To be specific, undergraduate students with higher gratitude showed high filial piety and low PIU, in the context of low parental autonomy support, than those with lower gratitude. Taken together, the current study contributes to extant research by highlighting the vital role of parental autonomy support in mitigating undergraduate students’ PIU and illustrating how filial piety explains the underlying mechanism of this association. This study also provides novel insights into intervention or prevention programs by demonstrating that gratitude alleviates the adverse effect of low parental autonomy support on students’ PIU.