This study analyzed the individual and combined effects of bullying victimization and symptoms of depression and emotional problems on thoughts of self-harm in a sample of 112 middle and high school students from one school district located in the southeastern USA. Results indicate that youth who are victims of bullying had greater odds of reporting emotional problems and symptoms of depression, and youth with higher levels of mental health symptoms were more likely to endorse thoughts of self-harm. The findings suggest that school-based intervention programs that target the mental health of students who have experienced bullying may be successful in buffering the longer-term effects of bullying on thoughts of self-harm.