Continual conduct problems from adolescence to adulthood comprise a societal concern. Knowledge of school-related triggers and contributors to persistent conduct problems is important but still limited. We explored the role of schoolwork difficulties and being bullied by peers at school in the development of conduct problems, controlling for vulnerability factors of low cognitive competence and low prosociality. The data covered two measuring points on a longitudinal cohort of Finnish students between the ages of 16 and 18 (N = 5,108). All measures were self-reported. The regression and moderation modeling were executed using Bayesian estimation. Among 18-year-old adolescents, 14% of conduct problems were explained by conduct problems at the age of 16. Schoolwork difficulties had a direct positive effect on later conduct problems. Being bullied moderated effects of low cognitive competence and earlier conduct problems on later conduct problems. The findings show that we should also focus on school when risk factors for continuity of adolescents' conduct problems are sought out.