Currently, a few scholars have studied the spillover effects of abusive supervision from third parties’ perspective. However, these limited researches mainly focus on third parties’ explicit behavior response to peer abusive supervision, ignoring their implicit reactions (e.g., silence) and the emotional mechanism among it. To fill the above gaps, drawing on affective events theory, we construct a theoretical model that explains the relationship among peer abusive supervision, third parties’ workplace anxiety, third parties’ silence, and third parties’ core self-evaluation. Multi-wave data from 283 front-line employees (57% male and 43% female; 57.2% are 30 years old and below, 31.1% are 31–40 years old and 11.7% are over 40 years old), who come from eight real estate and insurance companies in China, were used to support our framework. In particular, our empirical results indicated that peer abusive supervision was positively related to third parties’ silence, among which workplace anxiety played a partial mediating role. In addition, third parties’ core self-evaluation moderated the relationship between peer abusive supervision and silence, meanwhile, the mediating role of workplace anxiety. Specifically, the effect of peer abusive supervision on workplace anxiety, and the mediating effect of workplace anxiety, was weaker when the third parties’ core self-evaluation was higher rather than lower. The results contribute to both theory and practice.