Bullying and cyberbullying victimization are significant factors that threaten adolescent development and mental health. Our study aimed to analyze how socioeconomic characteristics and personal experiences of violence are associated with adolescents’ experiences of bullying and cyberbullying victimization. The study participants were 1146 students, 698 females and 448 males, aged between 13 and 16 years old, from secondary schools in Spain, Italy, Romania, Portugal, Poland and the UK. Data was collected through an online questionnaire. Prevalence ratios (PR) were calculated using Poisson regression with robust variance. In total, 37.2% of girls and 35.0% of boys reported being victims of bullying and or cyberbullying. The likelihood of bullying and or cyberbullying victimization was higher when adolescents had experienced physical and or sexual abuse before the age of 15, had witnessed domestic violence against their mother or had been victims of intimate partner violence. Perceived social support from teachers and classmates and higher self-esteem were associated with a lower likelihood of becoming a victim of bullying and or cyberbullying, but an association between experience of any other form of violence and the greater possibility of becoming a victim of bullying and or cyberbullying persisted even when self-esteem and social support were included in the model. Protecting adolescents from bullying and or cyberbullying means preventing all exposure to violent experiences in childhood and adolescence. Not having such experiences seems to be the most relevant protective factor.