Background: In recent times, sibling bullying has emerged of interest to researchers concerned with the emotional and behavioural implications for victimization regardless of type and setting. Aims: This research attempts to extend current knowledge on both peer and sibling bullying and to determine the effects of poly-setting victimization. This paper is concerned with the following objectives: (1) determining the current rate of bullying and victimization among siblings and peers in a large sample of adolescents; (2) investigating the relationship between sibling and peer bullying and depression and behaviour; (3) highlighting the carry-over effects of bullying from one setting to another; and (4) determining the overall association of poly-setting victimization with depression and behaviour. Sample and methods: Over 2,000 adolescents aged between 12 and 15 years participated in an online survey. Results: Results found lower rates of sibling bullying compared to international studies. Sibling victims of bullying were at increased risk of becoming peer victims. Poor friendship quality, disliking school, along with peer and sibling bullying involvement predicted scores in the clinical range for outcome measures of internalizing and externalizing problem. Conclusions: The current study has clinical and educational implications for working with all important stakeholders (i.e., schools, parents, siblings) to reduce bullying and improve mental health.