The relationship between social identity, family and school context, problem-solving style, self-esteem, health behaviour, psychological distress, and victimisation, was explored in a quasi-experimental survey of 461 children aged between 11 and 15 years old. There was a high prevalence of victimisation (29%) in the group and 44% of those victimised scored above the clinical cut-off on the GHQ. Victims exhibited higher levels of psychological distress, lower self-esteem, more unhealthy behaviours, less support from parents and teachers, poorer problem-solving styles, and lower perceived social identity. Girls had a higher prevalence of victimisation than boys. The best predictors of victimisation were sex, family situation, social identity and problem-solving style. Some implications for interventions are discussed.