Migrant youth are widely considered to engage in more delinquency than their local counterparts because they experience more strains, but few studies have empirically examined the delinquency of migrant adolescents in China. This study applied data of 496 local and 667 migrant adolescents in Shenzhen, China, and examined the effect of migrant status on delinquency and the mechanism of how strains contribute to delinquency. The study found that migrant adolescents, compared with their local counterparts, generally did not engage in higher levels of delinquency despite experiencing higher levels of strains. The pathways to delinquency under strains were similar between the two groups, which were partially mediated by weakening social control and increasing delinquent peer affiliation. The findings of this study challenge the migrant–delinquency link in the dominant Chinese discourse and suggest that migrant adolescents are not necessarily more deviant compared with local adolescents.