This study shows longitudinal predictors of involvement in different bullying roles, including mental health, individual, family, peer and school predictors. The analyses were based on a longitudinal prospective study with 916 students followed up from ages 7 to 17 with 7 waves of data. Participants were selected through random sampling and were enrolled in 56 schools. Predictors were measured from ages 7 to 11 and involvement in bullying roles and trajectories from ages 11 to 17. Predictors of bullying perpetration were gender, substance use, truancy, ADHD, moral neutralization, self-control, parental monitoring, corporal punishment, liking school, and bonding with the teacher and classmates. Predictors of victimization were gender, substance use, truancy, internalizing problems, self-control, ADHD, bonding to classmates, and social activities. Predictors of bully/victims were gender, divorced parents, substance use, internalizing problems, ADHD, sensation seeking, moral neutralization, self-control, corporal punishment, parental monitoring, liking school, bonding to classmates, and social activities. Truancy was a risk factor for perpetration mostly in girls; low self-control was a risk factor for perpetration especially in boys. Truant children with high classmates bonding were at high risk of perpetration. Low parental monitoring was a risk factor for perpetration in children who did not like school. Low social activities with peers were a risk factor for victimization in boys and substance use was a risk factor for victimization especially in children with low self-control. High classmates bonding was protective against victimization in non-truant children and against being a bully/victim in children with high sensation seeking. Early interventions focused on risk and protective factors could possibly protect children from bullying.