The present study aimed to investigate the relationship among self-stigma, explanatory style, perceived social support and negative emotions among orphan students. A questionnaire survey was conducted among 815 orphan students in a provincial orphan school. The results showed that: 1) self-stigma positively predicted negative emotions directly; 2) positive explanatory style,perceived social support and their chain partially mediated the relationship between self-stigma and negative emotions. The results provided a theoretical basis for the educational intervention to make the orphan students’ negative emotions lower in orphan schools.