Studying the predictors of cyberbullying is of great research interest; however, little is known about how these relationships function in different ethno-cultural groups within a similar context. Our study examines levels of cyber victimization, cyber aggression, self-esteem, empathy, and social skills as possible predictors of cyberbullying in various ethno-cultural groups: Moroccan, Romanian, Colombian, Ecuadorian, and Spanish. A multicultural sample that was representative of students in their first through fourth year of Compulsory Secondary Education in Spain (N = 25,684, age M = 13.94; SD = 1.396) participated by completing an online self-report survey. No differences were found between levels of cyber aggression according to ethno-cultural group. However, there were differences between the levels of cyber victimization between Romanians and Spaniards. Multiple linear regression analyses performed for each of the ethno-cultural groups with respect to cyber aggression and cyber victimization revealed that the presence and weight of the explanatory factors were different according to ethno-cultural origin. The best predictor of cyber victimization in the five ethno-cultural groups was cyber aggression, and vice versa. Among Columbian, Romanian, and Spanish students, cyber victimization was also predicted by self-esteem, empathy, or social skills, with predictive power of these variables differing across ethno-cultural groups. However, these variables were not predictive of cyber victimization among Moroccan or Ecuadorian students. Cyber aggression was also predicted in all ethno-cultural groups by self-esteem, empathy, or social skills. Common and unique patterns of prediction are presented and discussed to improve psychoeducational programs that prevent and mitigate cyberbullying.