Attention-deficit/hyperactivity disorder (ADHD) has been found to be comorbid with obesity in adults, but the association in children is uncertain. Because the underlying mechanism of comorbidity in children has not been researched sufficiently, this study aims to explore the associations among ADHD, abnormal eating, and body mass index (BMI), as well as the mediating effect of depression in children. We conducted a cross-sectional study of 785 primary students in China. The parent-report version of ADHD Rating Scale-IV (ADHDRS-IV), the Child Eating Behaviour Questionnaire (CEBQ) and the Children’s Eating Attitude Test (ChEAT) were used to identify ADHD symptoms and abnormal eating. The Child Behavior Checklist (CBCL) was applied to assess depression. Structural Equation Modeling was carried out to clarify the associations between ADHD symptoms, depression, abnormal eating, and overweight of students. We found that ADHD positively contributed to emotional eating and Bulimia Nervosa symptoms. However, neither emotional eating nor Bulimia Nervosa symptoms was related to BMI in children. We also found that ADHD significantly contributed to depression, and depression directly predicted emotional eating. In conclusion, ADHD increased the risk of abnormal eating in children, while no significant relationship existed between ADHD and BMI. Comorbid depression raised the risk of emotional eating, rather than Bulimia Nervosa symptoms.