There is growing evidence of an association between negative social comparisons (NSC) and both psychosis, and psychosis proneness. The majority of the work thus far, however, has focused largely on one type of NSC, namely, social rank. Whilst social rank is clearly an important factor, an individual's perception of belonging is likely also of importance; particularly, when considering individuals from collectivistic cultures such as China, where greater emphasis is placed on fitting into the group. There is also limited research investigating what factors may contribute towards the relationship between NSC and psychosis proneness, and to what extent this relationship may be due to common familial factors. To address these issues, we examined whether (1) Social rank and perceived belonging predict negative, positive and depressive psychotic experiences in a Chinese, adolescent, twin and sibling population, (2) coping styles moderate the impact of these relationships and (3), there is a familial association between NSC and psychosis proneness. Both social rank and perceived belonging were found to predict the negative and depressive dimensions of psychosis. These relationships were moderated by problem-focused coping styles. Interestingly, the association between perception of belonging, and negative psychotic experiences was familial—and stronger in Monozygotic twins—indicating perhaps shared aetiology due to common genes. Our findings highlight NSC as potential vulnerability markers for negative and depressive psychotic experiences, and suggest potentially different aetiological pathways amongst different NSC and different psychotic experiences. On a clinical level, our findings emphasize the need to consider coping styles when treating at-risk individuals.