Academic stereotype threat of Chinese adolescents in vocational education is underexamined. The present study aimed to gain an understanding of the effects of academic stereotype threat on academic engagement by examining the potential mediating role of academic self-efficacy and moderating role of perceived social support. A total of 1152 Chinese adolescents (448 boys; mean[subscript age] = 18.26, SD = 1.20) in higher vocational schools completed a survey questionnaire assessing academic stereotype threat, academic engagement (i.e., vigor, dedication and absorption), academic self-efficacy, and social support (i.e., family support, friend support and teacher support). Findings supported the mediating effect of academic self-efficacy, indicating that academic stereotype threat decreased academic engagement by undermining academic self-efficacy. Furthermore, the relationship between academic stereotype threat and academic self-efficacy was moderated by teacher support. Specifically, the negative effects of academic stereotype threat on self-efficacy was weaker for adolescents who perceived high levels of teacher support. This study contributes to the educational/psychological research on academic engagement by providing evidence for the adverse effects, potential mechanism and protective factor of academic stereotype threat in Chinese adolescents of higher vocational education. Implications for further investigations and intervention development are discussed.