Using the 2015 data of the China Education Panel Survey (CEPS), the relationship between family socioeconomic background, parent involvement, and shadow education participation was explored through structural equations. The results showed that: parent involvement strengthened shadow education participation; parent involvement played a part in the mediating role in the influence of family socioeconomic background on shadow education participation. Parent involvement activates the advantage of family socioeconomic background. Families with high socioeconomic backgrounds are more active in participating in shadow education, and families of different strata are divided into opportunities for participation in shadow education.