Bullying victimisation is a reality in most schools around the world, with thousands of students being victimised on a daily basis. Given the prevalence of bullying victimisation at school, examination of what might prompt or prevent such behaviours is required. Therefore, this study examined the relationship of a number of individual and socio-contextual variables with bullying victimisation among fourth- and eighth-grade students in Ireland and Lithuania using the Trends in International Mathematics and Science Study (TIMSS) 2015 data. Data from a total of 17,924 students were analysed (with mean ages of 10.6 years for fourth-grade students and 14.6 years for eighth-grade students). Results of multilevel analysis showed that higher levels of student sense of school belonging were associated with lower levels of bullying victimisation across both grades and countries. Further predictors of student bullying victimisation, including student gender, parental education, school safety and location and the percentage of students in each school having the language of the test as their native language, varied across grades and countries. Overall, the findings of this study highlighted the importance of taking individual as well as socio-contextual factors into consideration when investigating bullying victimisation. This study also showed that the context, whether this refers to the country or the education level, matters with regard to the formation of anti-bullying policies and programmes. Implications of these findings for anti-bullying policies and programmes in a cross-national context are discussed.