Guided by coping theory, the social-ecological diathesis-stress model, and the theory of intersectionality, this study examined how social and emotional learning (SEL) competencies, gender, and immigrant status contributed to the heterogeneity of the association between school victimization and substance use among 2,795 Hispanic/Latinx adolescents from four predominantly Hispanic/Latinx high schools in central California. After controlling for students' demographics, SEL competencies were found to mitigate the magnitude of the positive association between school victimization on substance use. Moreover, a higher level of school victimization was associated with an increased risk of substance use in all four subgroups, with immigrant males having a stronger positive association between school victimization and substance use than three other groups (immigrant females, U.S.-born males, and U.S.-born females). The buffering effect of SEL was significant for three subgroups (i.e., immigrant males, immigrant females, U.S.-born females) but not for U.S.-born males, with immigrant males having the strongest buffering effect. The findings highlight the importance of promoting social and emotional resilience and understanding the intersection of multiple marginalized and stigmatized identities in school violence and substance use prevention and intervention; it also provides implications for implementing transformative SEL in diverse school settings.