Can I know, in node.js, if my script is being run directly or being loaded by another script?

You can use module.parent to determine if the current script is loaded by another script.

e.g.

a.js:

if (!module.parent) {
    console.log("I'm parent");
} else {
    console.log("I'm child");
}

b.js:

require('./a')

run node a.js will output:

I'm parent

run node b.js will output:

I'm child

The accepted answer is fine. I'm adding this one from the official documentation for completeness:

Accessing the main module

When a file is run directly from Node, require.main is set to its module. That means that you can determine whether a file has been run directly by testing

require.main === module

For a file "foo.js", this will be true if run via node foo.js, but false if run by require('./foo').

Because module provides a filename property (normally equivalent to __filename), the entry point of the current application can be obtained by checking require.main.filename.

Both options !module.parent and require.main === module work. If you are interested in more details please read my detailed blog post about this topic.