Bully victimization is known to cause adverse psychological outcomes; however, resilience may mitigate the more adverse effects. Little is known regarding the role played by BDNF Val66Met polymorphism in youth resilience against psychological harm caused by bully victimization. In this cross-sectional study, a community sample of 598 participants (M[subscript age] = 20.1 ± 1.4 years, 48.8% males) completed the questionnaire on bully victimization, resilience, and psychological symptoms. Salivary genomic DNA was genotyped for the BDNF Val66Met polymorphism. A path analysis was used to test the mediating role of resilience in the association between bully victimization and psychological symptoms. Furthermore, the BDNF genotype was added to the model to explore its moderating effects on the mediating role of resilience in the path with 5000 bootstrapped samplings using SPSS PROCESS Macro. Results revealed a significant indirect effect via resilience that accounted for 17.2% of the association between bully victimization and psychological symptoms. While the Val66Met polymorphism interacted with bully victimization to predict resilience scores, bully victimization was more strongly associated with poor resilience (F = 4.59, p = 0.03) in subjects with the Met/Met genotype ([beta] = -3.22, p < 0.001), as compared to participants with other genotypes ([beta] = -1.33, p = 0.051). Findings suggest a gene-environment interaction effect on psychological resilience in bully-victimized youth.