To explore the influence of social‐emotional competence on social exclusion and to examine the mediating role of ego‐depletion and moral disengagement, a questionnaire was used to investigate the social‐emotional competence, ego‐depletion, moral disengagement, and social exclusion of 1610 Chinese university students. The results found that: social‐emotional competence significantly and negatively predicted social rejection; ego‐depletion and moral disengagement mediated the relationship between social‐emotional competence and social rejection individually; and ego‐depletion and moral disengagement mediated the relationship between social‐emotional competence and social rejection in a chain. Schools and families can pay attention to developing students' social‐emotional competence to reduce and prevent social exclusion.