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Mental health problems among young children have become a common public health issue worldwide. As the family plays a crucial role in creating a favorable environment for children’s mental health, the parenting style of caregivers is a key factor related to children’s mental health issues. This study aims to examine the associations between parenting styles of primary caregivers and the mental health of their primary school child in rural China and identifies the factors that may influence the adoption of different parenting styles. Data were collected from 1,298 primary school children (aged 9–11) and their primary caregivers in northwestern China. The primary caregivers completed the Parenting Styles and Dimensions Questionnaire, the Strengths and Difficulties Questionnaire, and a socio-demographic questionnaire. The cognitive development of children was measured using the Wechsler Preschool and Primary Scale of Intelligence-Fourth Edition, and the non-cognitive development of children was evaluated using the Ages and Stages Questionnaire: Social-Emotional. We performed descriptive statistics, linear regression analysis, and multivariable regression analysis. Our data showed that 17% of the sampled children exhibited total difficulty problems. The results indicated that authoritative parenting style was negatively associated with child mental health problems. In contrast, authoritarian parenting style was positively associated with child mental health problems. Analysis of combined parenting styles revealed that the combinations that included relatively more intensive authoritative parenting styles was associated with reduced incidence of child mental health problems. In contrast, the combinations that were found to have relatively more authoritarian parenting styles were associated with higher rates of mental health issues among children. Demographic characteristics, such as child gender, child developmental outcomes, child attending preschools, identity of primary caregiver, and family economic status, that were associated with the adoption of different parenting styles. The study indicates that an authoritative parenting style is positively associated child mental health outcomes. Likewise, when authoritative strategies are more prominent within combined parenting styles, the likelihood that a child will experience mental health problems decreases. In contrast, the more dominant authoritarian behaviors are, the greater the risk of child mental health problems. Therefore, primary caregivers should be encouraged to adopt more positive parenting styles, which can help promote better outcomes of child mental health.