The present study aims at identifying the mediator role of the self-perception and the moderator role of locus of control in the relationship between cyberbullying and depression, anxiety, and stress symptoms. Seventy-two emerging adults between 20 to 25 years old were included in the study, filling in a series of measuring instruments for cyberbullying, self-perception, locus of control and depression, anxiety, and stress symptoms. The results were statistically significant in terms of the role of self-perception as mediator in the relationship between cyber-victimization and depressive symptoms. Moreover, statistical results show that the global self-worth dimension of the self-perception construct and the school competence dimension are also mediators of the relationship between cyber-victimization and depressive symptoms. An increased level of cyber-victimization causes a low level of self-perception, which will cause an increased level of depression, anxiety, and stress symptoms. As regards the moderator role of locus of control, the results were not statistically significant in the case of the sample included in the study, locus of control does not moderate the relationship between cyberbullying and depression, anxiety and stress symptoms.