Although anti-bullying interventions are often effective, some children continue to be victimized. To increase knowledge of potential factors that might impede children's benefiting from an anti-bullying intervention, we examined potential reasons for individual differences in victimization trajectories during a group-based anti-bullying intervention. Data stem from a five-wave survey among 9122 children (7-12 years old; grades 2-5) who participated in the KiVa anti-bullying intervention (n = 6142) or were in control schools (n = 2980 children). Three trajectories were found in the intervention sample, representing children who experienced stable high, decreasing, or stable low/no victimization. A two-trajectory model of high and low trajectories represented the control sample best. Multinomial regressions on the intervention sample showed that children who experienced particularly high levels of peer rejection, internalizing problems, and lower quality parent-child relationships decreased less in victimization; thus these characteristics appeared to contribute to persistent victimization. The results call for tailored strategies in interventions aiming to reduce victimization for more children.