While many factors can influence children's sense of security, little research has examined the role of empathy ability in the association between parenting style and sense of security. The present study aims to examine whether empathy ability mediates the relationship between parenting style and sense of security among 3-6-year-old Chinese children. The participants in this study included 242 3-6-year-old Chinese children with their parents from three public kindergartens of China. The Parent Behavior Inventory (PBI), 3-6-year-old Children's Psychological Security Scale and Empathy Questionnaire were used to collect the data. The results indicate that two different parenting styles have significant differences for children's empathy ability and sense of security. This, supportive/engaged, has positive impact on empathy ability and sense of security. In turn, hostile/coercive has a negative impact on empathy ability and sense of security. We further test the indirect effect of empathy ability using bias-corrected bootstrap confidence intervals of mediation analysis in the SEM framework. Our results showed that empathy ability as a mediator has significant effect between the supportive/engaged and sense of security, as well as hostile/coercive and sense of security. The current findings provide useful information for understanding the interactions of relationship between parenting style, empathy ability, and sense of security in children.