Parental psychological control refers to parental behaviors that intrude into children’s and adolescents’ psychological world and prevent youths’ development of independence and autonomy. Although researchers have argued the detrimental role of parental psychological control in various youths’ developmental outcomes, the association between parental psychological control and adolescents’ physical aggression has been studied infrequently. In this study, I performed a secondary data analysis using data from the Parenting Across Cultures study to investigate potential bidirectional associations of maternal psychological control and paternal psychological control with adolescents’ physical aggression across early- to mid-adolescence in Italy, Thailand, Sweden, the United States, and Colombia. Using a traditional cross-lagged panel model and a random-intercept cross-lagged panel model, the results indicated that across countries, adolescents’ physical aggression at Time 1 (approximately 12 years old) positively predicted fathers’, but not mothers’, psychological control at Time 2 (approximately 14 years old). Further, individual and familial factors such as child age, puberty level, and family socioeconomic status (SES) had significant associations with maternal psychological control, paternal psychological control, and adolescents’ physical aggression across countries and time points. No “maternal effect” or “paternal effect” was found of parental psychological control on adolescents’ physical aggression. This study provided novel information suggestive of adolescents’ role in eliciting parental behaviors, especially the responses of fathers. Suggestions for future research were provided to facilitate a better understanding of parental psychological control and child development in cross-country context.