This study mainly focuses on the reciprocal relationship between language and identity in Chinese police-suspect investigative interviews. Based on the theory of interpersonal pragmatics, it makes a general micro analysis of discursive practices of both police officers and suspects and explores the multiple identities constructed in the interaction. Identities constructed by police officers and suspects are not necessarily consistent with their predetermined institutional roles. Police officers not only project and construct powerful identities, but also intentionally construct their less powerful interactional identities, such as helpers, interlocutors, and listeners. Suspects in the investigative interviews also build multifaceted identities, such as confessors, storytellers or justifiers. Various factors such as institutional settings, communicative objectives, interlocutors, epistemics and interpersonal relationships may exert influence on participants’ identity construction. Police officers and suspects may choose or adjust their expressions according to local interactional contexts. Their linguistic choice in the interaction will affect the establishment of interpersonal relationship between them and ultimately achieve construction of multiple identities.