The purpose of this study is to examine the sequential mediation effect of self-esteem and depression between parental autonomy support and grit of a child in late childhood. This study used data from the 2nd wave of the KCYPS 2018 (Korean Children and Youth Panel Survey 2018), and the data from 2,437 students were utilized for analysis. The sequential mediation effect was verified using SPSS PROCESS macro. The results are as follows. First, parental autonomy support was found to have a positive impact on self-esteem and grit and a negative impact on the depression of a child in late childhood. Second, self-esteem was found to have a positive impact on grit and a negative impact on the depression of a child in late childhood. Third, depression was found to have a negative impact on grit of a child in late childhood. Fourth, the sequential mediating effect of self-esteem and depression was found in the relationship between parental autonomy support and grit of a child in late childhood. Based on these results, implications and suggestions are provided.