Previous studies point to a link between parenting style and child maltreatment, but evidence from a Chinese context is lacking. We investigated the association between parenting style and child maltreatment in Hong Kong, and examined whether family socio-economic status and child gender moderate this relationship. Using stratified random sampling, 7585 children in Grade 1 to Grade 3 of 51 schools in Hong Kong were recruited and their parents were invited to complete the questionnaire. The past year weighted prevalence for minor physical abuse, severe/very severe physical abuse, psychological abuse, and neglect were 63.9%, 23.4%, 84.1%, and 23.2%, respectively. Authoritarian parenting was associated with all types of child maltreatment (prevalence ratio (PR) range: 1.10–1.53; p < 0.001), whereas authoritative parenting was associated with a lower risk of all types of child maltreatment (PR range: 0.89–0.97; p < 0.001). Child maltreatment is prevalent in Hong Kong and is strongly associated with parenting style. The association was significantly stronger among girls and those with higher family socioeconomic status. Education to empower parenting skills may alleviate the burden of child maltreatment.