Objective To investigate the problem behaviours of middle school students and its associated factors in Anhui province of China, and to provide a theoretical basis for promoting early health education. Methods A cross‐sectional survey was conducted and 4235 middle school students were measured by Prediction Test of Problem Children, Family Environment Scale – Chinese Version, Simple Coping Style Questionnaire, Psychological Sense of School Membership and general state questionnaire. Results The prevalence of problem behaviours in our sample was 4.5%. Using binary logistic regression analysis, we found that family environment, school belonging, coping style, relationship with mother and classmate relationship were associated with problem behaviours of middle school students. Conclusions Poor family environment, poor sense of school belonging, passive acting style were significantly correlated with problem behaviours. There is an urgent need to improve problem behaviours through collaboration among families, schools and society.