Background: Existing research has identified violence exposure as a risk factor for depression among children and adolescents. To date, however, we know little about whether these associations are influenced by the forms (witnessing and victimization) of violence exposure across different contexts (family, school, and community). Objective: The present study thus aimed to compare the effects of two forms of violence exposure across and within three contexts. Sex and age differences were also tested in the above associations. Participants and setting: Participants (N = 906, 52.4 % boys, T1: Mage = 11.03) were children and adolescents recruited from elementary and junior schools in Zhejiang Province, China.Methods: All participants were asked to complete questionnaires about their experiences of various types of violence exposure and depression at two time points with a 12-month interval. SPSS and Mplus were used to analyze the data. Results: Considering the comparison within contexts, witnessing family violence was a more influential predictor than family violence victimization while school violence was the opposite. As for the comparison across contexts, no significant differences were found in the effects of different violence victimization, while the effect of witnessing family violence and community violence were more influential than witnessing school violence. No significant sex differences in the above associations were found. However, community violence victimization was more negatively related to depression among adolescents compared with children.Conclusions: The associations between violence exposure and depression are influenced by the forms and contexts of violence as well as age groups.