This study proposed a moderated mediation model to examine the mediating effect of hope and moderating effect of the teacher-student relationship in the relationship between socio-economic status (SES) and autonomous learning among Chinese middle school students. Mediation analysis first indicated that hope partially mediated the relationship between SES and autonomous learning. Moderated mediation analysis further indicated that the teacher-student relationship moderated on the mediating pathway of hope on autonomous learning. With a higher level of teacher-student relationship, the positive relationship between hope and autonomous learning would be stronger. The findings elucidated that positive interaction with teachers could benefit students’ learning process by facilitating their hope belief and autonomous learning; such positive interaction could motivate students’ hope beliefs into autonomous learning behaviors. Implications of the findings are discussed.