This study aimed to explore the relationships among early adolescents’ perceived parental psychological control/autonomy support, self‐trouble, and internalizing problems as well as the potential gender differences in these relationships. Multiple‐group path analysis was performed on the data collected from 1,089 adolescents in Beijing junior high schools. Results revealed that parental psychological control (autonomy support) was associated with adolescents’ more (fewer) internalizing problems, and self‐trouble acted as a mediator in these two relationships. Moreover, only the indirect relationship between parental autonomy support and internalizing problems via self‐trouble was moderated by gender, with girls showing a little stronger indirect effect than boys, and specifically, it was the relationship between autonomy support and self‐trouble that existed gender differences, with girls showing higher coefficient than boys. The relationship between parental psychological control/autonomy support and early adolescents’ internalizing problems was discussed with regard to self‐trouble and gender differences.