The objective of this paper is to determine the prevalence of fear of bullying among college students, examine socio-demographic predictors of fear of bullying, and assess associations between fear of bullying and depression and anxiety. A cross-sectional study was conducted among college students. Data on socio-demographics; fear of bullying on campus, off campus, and electronically; depression; and anxiety were collected. Multiple logistic regression models were used to assess predictors of fear and the association between fear of bullying and mental health. After controlling for covariates, the odds of fear of bullying on campus, off-campus, and electronic bullying were higher among transgender/gender nonconforming and lesbian/gay/bisexual students. Non-citizens had higher odds of all three types of fear. Fear of bullying on campus, off campus, and electronic bullying were all associated with anxiety and depression. Disparities in fear of bullying exist in college students and should be considered when designing mental health interventions.