There are four sources of large-scale self-report survey data on victim rates, cross-nationally. These are EU Kids Online, Global School Health Survey, Trends in International Mathematics and Science Study, and Health Behaviour of School-aged Children. There are some differences in methodology between these surveys, but all use pupil self-report data. They have all been used to look at cross-national differences, in relation to other country characteristics and correlates. Here, we examine measures of internal validity (consistency within a survey) and external validity (agreement across surveys) on these data sets. We first report on internal validity issues, using available means within each survey (correlations across strict or lenient frequency criteria; across types of bullying; across ages; across genders). Generally, these correlations are high. We secondly report on external validity, in the sense of how much agreement there is between the four surveys, where they overlap in countries. Here, we find agreement to be from moderate to zero. These low external validity rates raise concerns about using these cross-national data sets to make judgements about which countries are higher or lower in victim rates. A range of possible explanations for the findings are discussed.