Why do some countries, regions and schools have more bullying than others? What socio-economic, socio-political and other larger contextual factors predict school bullying? These open questions inspired this study with 53.316 5th- and 9th-grade students (5% of the national student population in these grades), from 1,000 schools in Colombia. Students completed a national test of citizenship competencies, which included questions about bullying and about families, neighborhoods and their own socio-emotional competencies. We combined these data with community violence and socio-economic conditions of all Colombian municipalities, which allowed us to conduct multilevel analyses to identify municipality- and school-level variables predicting school bullying. Most variance was found at the school level. Higher levels of school bullying were related to more males in the schools, lower levels of empathy, more authoritarian and violent families, higher levels of community violence, better socio-economic conditions, hostile attributional biases and more beliefs supporting aggression. These results might reflect student, classroom and school contributions because student-level variables were aggregated at the school level. Although in small portions, violence from the decades-old-armed conflict among guerrillas, paramilitaries and governmental forces predicted school bullying at the municipal level for 5th graders. For 9th graders, inequality in land ownership predicted school bullying. Neither poverty, nor population density or homicide rates contributed to explaining bullying. These results may help us advance toward understanding how the larger context relates to school bullying, and what socio-emotional competencies may help us prevent the negative effects of a violent and unequal environment.