This essay examines stories of girls coming of age as depicted by modern Chinese women writers—in particular to the pervasive ness of a certain melancholy in their treatment of the subject. This study offers a vantage point from which it will be possible to survey writers ranging from Ding Ling and Xiao Hong in the 1930s and 1940s to Wang Anyi and Tie Ning in the 1980s and 1990s. As a rule, these seemingly trivial coming-of-age stories are set in the whirlwind of historical change through deep sorrow and grief, not the transcendent aesthetics of the sublime as suggested by grand historical narratives. Mainly based on the close-reading of three literary texts including Xiao Hong’s novel Tales of Hulan River (1941), Tie Ning’s novel The Rose Door (1988), and Wang Anyi’s novel Reality and Fiction (1993), the author argues that the recurrent figure of the “melancholic girl” functions as an important trope in the writing of modern Chinese women writers and that it also serves to reveal various problematic aspects of women’s emancipation in modern China; at the same time, this essay also reveals how melancholy—in the psychological and clinical sense—serves to legitimize a certain degree of ego-formation in its female sufferers.