This study examined ethnicity and ethnic identity (EI) as moderators in the relationship between self-efficacy (SE) and fighting and bullying. We sampled 315 Asian American and Latino early adolescents residing in an urban community. Results demonstrated that Latinos and male participants were more likely to engage in fighting and bullying than Asian Americans and females. Ethnicity and EI moderated the relationship for SE and fighting but not for SE and bullying. Findings suggest that EI and SE may serve as psychological resources that help reduce violence for Asian American and Latino early adolescents in more nuanced ways than previous research has shown. These findings address some of the conflicting findings regarding the role of EI in violence and bullying and suggest these behaviors may depend on the relationship between ethnicity and EI.