This study proposed and validated a mediation model based on the nearest developmental zone and mediation concepts of sociocultural theory to explore the mediating role of emotional intelligence and ethnic categories between teacher-student relationships and feedback literacy among high school students in Tibetan areas of China. A questionnaire survey was administered to 422 Tibetan high school students (including 136 Han Chinese students and 286 Tibetan students) using the Feedback Literacy Scale, the Teacher-Student Relationship Scale, and the Emotional Intelligence Scale. The results showed that teacher-student relationships of high school students in Tibetan areas significantly and positively predicted their feedback literacy. The result of the mediation model analysis indicated that the emotional intelligence of high school students in Tibetan areas partially mediated the effect between teacher-student relationships and feedback literacy. In addition, the moderated mediation model analysis indicated that the teacher-student relationship had a stronger effect on feedback literacy through emotional intelligence for Han Chinese high school students than for Tibetan high school students. The present findings not only enrich our understanding of the mechanisms underlying the influence of teacher-student relationships and feedback literacy, but also reveal the differential role played by ethnic categories. The study also provides a discussion of the results, corresponding recommendations, and directions for future research.