The aim of the study was to examine the nature of perfectionism, to gain a better understanding of the construct using the Chinese population. The study also explored the relationships between perfectionism, self-esteem and depression after identifying the three dimensions of perfectionism. A sample of 292 Chinese university students completed the Frost Multidimensional Perfectionism Scale (FMPS), the Hewitt Multidimensional Perfectionism Scale (HMPS), the Almost Perfect Scale--Revised (APS-R), the Self-Esteem Scale (SES), and the Beck Depression Inventory (BDI). As hypothesised, the confirmatory factor analyses revealed that multidimensional perfectionism is explained as a three-factor construct with dimensions of maladaptive perfectionism, adaptive perfectionism and order factor. As predicted, the structural equation model analyses indicated that self-esteem partially mediated the relationship between maladaptive perfectionism and depression. Implications for counselling interventions and future research are discussed.