Multiple types of victimization or poly-victimization (PV) can occur simultaneously during childhood, resulting in outcomes that are detrimental and difficult to reverse. Very few studies have focused on PV in Chinese adolescents. The present study is based on information collected from a stratified cluster sample of 1,561 females and 1,594 males aged 12–18 years living in Shandong Province, China. A self-administered questionnaire was used to assess background information, the Juvenile Victimization Questionnaire was used to measure the extent of victimization and PV, the Screen for Child Anxiety Related Emotional Disorders was used to measure anxiety levels, and a Depression Self-rating Scale for Children was used to ascertain depression. A majority of the study sample (66.2%) had experienced at least one form of victimization over the past year. Prevalence of PV was 16.9%, and was significantly higher among males (21.1%) than females (12.5%). Younger ages, one-child families, and lower socioeconomic status were positively associated with PV. Logistic regression analysis indicated that smoking, alcohol consumption, exposure to pornography, and anxiety- and depression-like symptoms were risk factors of PV. Results of this study highlight the need for further exploration of factors related to the PV of Chinese adolescents.