To investigate the relationship between father involvement in parenting and mental health problems among children and adolescents in rural China. The Rural Children’s Mental Health dataset includes mental health information from 2,489 children and adolescents aged 5–16 in seven provinces in China. The relationship between father involvement in children and adolescents depression risk and anxiety was analyzed by Spearman’s correlation analysis, logistic regression analysis, and restricted cubic spline. Father involvement was significantly and negatively associated with depression scores (r = −0.38, P < 0.001) and anxiety scores (r = −0.18, P < 0.001) in rural Chinese children and adolescents. Both multivariate models indicate that the highest level of father involvement has a protective effect on the risk of depression among children and adolescents (OR = 0.268 and 0.303, 95% CI: 0.149~0.483 and 0.144~0.636), while the association with anxiety risk is only significant in the multivariate model 1 (OR = 0.570, 95% CI: 0.363~0.896). Father involvement is a protective factor for the risk of depression among children and adolescents in rural China. The level of father involvement should be increased, and active participation should be encouraged to reduce the risk of depression in their children and to further promote the mental health of children and adolescents in China.