1. However, my parents loved me very much, and they never gave up on me.

2. However, my parents loved me very much, and they never gave up me.
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Which one is correct? Can we use both expressions, 'gave up on' and 'gave up'?

If they gave you up, you went to an orphanage? To give up a child means to cede custody to someone else. To "give up on me" means they never lost confidence in you. Number one is right. Number two means something different.