The predominant concerns of the study consist of: (1) paying attention to the seriousness of social stigmatization done to children whose parents were infected with AIDS in China; (2) exploring the mediation and moderation effects that help to alleviate the negative effect of enacted stigma on the AIDS orphans’ metal health. The research is based on a survey conducted with 454 AIDS orphans, living in Henan Province, China. In order for respondents to verify research questions, structural equation models were explored,using Amos-16. The notable findings are as follows: First, the more experiencing enacted stigma, the higher depression for AIDS orphans. The enacted stigma reduces their perceived control over future, therefore, it is proved that the future control is a significant buffer mediator for depression. Considering the moderation effect of social support, a similar trend above is shown among AIDS orphans with higher level of social support. The direct effect of future control to alleviate depression is significant like among AIDS orphans with higher social support level. However, among AIDS orphans with lower level of social support, the effect of enacted stigma does not influence the future control significantly. Thus, the moderating effect of social support is proved. Second, the direct effects of enacted stigma and the mediation effect of future control on the depression of AIDS orphans are different according to the level of social support. Therefore, the need for intervention to reduce depression in AIDS orphans was emphasized and the development of programs and services with differentiated levels of social support was proposed.