Background: This study aims to investigate the role of empathy in fostering emotional resilience and the impact of social activity on adolescents' mental health. Methods: A survey was conducted on 1666 adolescents aged from 11 to 15 across seven cities in China, including Beijing, Shanghai, etc. Results: Empathy is significantly positively related to emotional resilience (beta = 0.128; p < 0.001). Moreover, depression acts as a mediator between empathy and emotional resilience (ab = 0.106, SE = 0.021, 95% confidence interval [0.065, 0.146]), while self-efficacy plays an incomplete mediating role (ab = 0.286, SE = 0.020, and a 95% confidence interval of [0.246, 0.326]). Additionally, social activity was able to modulate the relationship between empathy and depression (beta = 0.004; p < 0.001), as well as the relationship between empathy and self-efficacy (beta = 0.003; p < 0.001). Conclusion: For adolescents, (1) greater emotional resilience is associated with higher levels of empathy; (2) improving empathy can indirectly enhance their emotional resilience by reducing their depression level; (3) the relationship between empathy ability and depression is modulated by social activity, and the predictive effect of empathy on depression is reduced when adolescents have high social activity levels; and (4) the relationship between empathy and self-efficacy is also modulated by social activity, and the predictive effect of empathy on self-efficacy is enhanced when adolescents have higher levels of social activity.