Adolescence is a high‐risk age for exposure to violent media (EVM) and bullying. Some previous theories and empirical studies have highlighted a moderated mediating model that normative beliefs about aggression (NBA) as a mediator and self‐control (SC) as a moderator for the link between EVM and aggressive behaviors (including bullying behaviors). However, most previous studies analyzed traditional bullying (TB) and cyberbullying (CB) separately, which is not conducive to finding the differences between the two bullying behaviors. Therefore, this study aims to compare the differences between risk prediction models of TB and CB among adolescents. A total of 777 Chinese adolescent students (336 girls; Mage = 13.57 ± 0.98) completed questionnaires including EVM, NBA, TB, CB, and SC. The results showed that: (1) EVM was positively related to adolescent TB/CB; (2) NBA mediated the above relations; and (3) SC buffers the direct effect of EVM on TB and the effect of NBA on TB. However, SC buffers the effect of NBA on adolescent CB but not buffers the direct effect of EVM on CB. This study highlights the necessity of distinguishing offline and online situations in aggressive behavior research. We suggested “online disinhibit hypothesis” would be adopted to explain why protector factors (e.g., SC) do not buffer the link between aggression‐related risk factors (e.g., EVM) and online aggression (e.g., CB).