Anxiety poses a significant challenge to the well-being and academic success of adolescents, particularly those in vocational schools facing unique pressures. While school climate is known to influence student anxiety, the underlying psychological mechanisms and potential boundary conditions remain underexplored in this population. This study investigated the mediating roles of self-compassion and hostility in the relationship between school climate and anxiety, proposing a sequential pathway. Furthermore, it examined whether students' growth mindset moderates these relationships. Data were collected from secondary vocational students in Beijing using both cross-sectional (N=797, Mage=15.89, 71.4% female) and three-wave longitudinal (N=333, Mage=15.84, 66.7% female, one-month intervals) designs. Cross-sectional analyses and longitudinal structural equation modeling were employed, controlling for age and gender. Results from both designs consistently showed that positive school climate was associated with lower anxiety. This relationship was partially mediated by self-compassion and hostility, both individually and sequentially. Furthermore, growth mindset significantly moderated specific pathways: the positive association between school climate and subsequent self-compassion was stronger for students with higher growth mindset, and the positive association between hostility and subsequent anxiety was weaker for those with higher growth mindset. These findings highlight a moderated chain mediation process, suggesting that supportive school climate foster self-compassion, which in turn reduces hostility and subsequently anxiety, with growth mindset amplifying the benefits of school climate and buffering the risks of hostility. Interventions targeting school climate, self-compassion, hostility, and growth mindset may be beneficial for vocational students' mental health.