The monoamine oxidase A (MAOA) gene, as an important candidate gene of depressive symptoms, has been demonstrated to interact with environmental factors, especially stressful life events and family environments, in predicting adolescent depressive symptoms. Peer victimization serves as a significant source of stress particularly during early adolescence and can lead to a series of psychosocial adjustment problems that even persist long after the experience of being harassed. However, it still remains unknown about whether or not the MAOA gene interacts with peer victimization on adolescent depressive symptoms. There is evidence about the significant interaction between the catechol-O-methyltransferase (COMT) gene and the MAOA gene on depressive symptoms. However, whether or not the COMT gene plays a moderating role on the interactive effects between MAOA gene and environmental factors is still unclear. Therefore, the present study aimed to examine (i) the interaction between the MAOA T94G polymorphism and peer victimization on adolescent depressive symptoms and (ii) the moderating role of the COMT Val158Met polymorphism in the aforementioned associations. The original participants (1440 adolescents, male = 757, 52.6%) was drawn from an ongoing longitudinal study, which recruiting children from 40 classes of 14 primary schools in Jinan, China. Because of the uncertain X-inactivation and resulting MAOA activity among females, this study limited our analyses on the male subsample. Using a 2-year longitudinal design, we first assessed adolescent depressive symptoms and peer victimization by self-rated Children’s Depression Inventory (CDI) and Peer Victimization Scale (PVS), respectively, at Time 1 (Mage = 11.32 years, SD = 0.49). At time 2 (Mage = 12.32 years, SD = 0.48), saliva samples of adolescents were collected and genotyped for the MAOA T941 and COMT Val158Met polymorphisms using the MassARRAY Typer software version 3.4 (Sequenom), and adolescent depressive symptoms were tested again using CDI. A series of hierarchical regressions were conducted to analyze the effects of genes and peer victimization on adolescent depressive symptoms. The results showed that, after depressive symptoms at Time 1 was controlled for, the MAOA T941G polymorphism significantly interacted with peer victimization (i.e., physical victimization and relational victimization, respectively) in predicting depressive symptoms at Time 2. Among MAOA G allele carriers, peer victimization positively predicted depressive symptoms; however, among MAOA T allele carriers, peer victimization was not associated with depressive symptoms. More importantly, this interaction between the MAOA gene and peer victimization was moderated by the COMT Val158Met polymorphism, such that the aforementioned interaction only existed among COMT Met allele carriers, but not among Val/Val homozygotes. That is, among all combined genotypes of the MAOA and COMT genes, only G-Met genotype carriers were susceptible to peer victimization. In summary, our results demonstrated that peer victimization also served as an important candidate environmental factor and interacted with the MAOA gene in predicting depressive symptoms during early adolescence. Of particular note, such interactive effect between the MAOA gene and peer victimization was further moderated by the COMT Val158Met polymorphism. These findings highlight the importance of investigating the moderating role of peer victimization in the association between genes and depressive symptoms during early adolescence. More importantly, this study underscores complex polygenic underpinnings of depressive symptoms and lends support for the multi-genes by environment interactions on the etiology of depressive symptoms.