School bullying and cyberbullying are serious public health problems that negatively affect the lives of school-aged children. We examined the correlation between risk behaviors and lack of resiliency factors with bullying and cyberbullying across seven Mediterranean countries. The sample consisted of 33,399 adolescents (51.1% girls) aged 11, 13, and 15 years who participated in the Health Behavior in School-aged Children (HBSC) survey in 2018 in Greece, Israel, Italy, Macedonia, Malta, Portugal, and Spain. Bivariate logistic regressions were conducted to test the relationship between risk behaviors, resilience, and bullying. All risk behaviors and lack of resiliency factors examined were related to involvement in bullying as a victim, perpetrator, or bully-victim, both in school and cyberbullying. Moreover, the odds of involvement in school bullying and cyberbullying increased as the number of risk behaviors and the lack of resiliency factors grew. Our results may contribute to the development and implementation of anti-bullying programs.