The optical radiation force induced by Bessel (vortex) beams on a magneto-dielectric subwavelength sphere is investigated with particular emphasis on the beam polarization and order l (or topological charge). The analysis is focused on identifying the regions and some of the conditions to achieve retrograde motion of the sphere centered on the axis of wave propagation of the incident beam, or shifted off-axially. Exact non-paraxial analytical solutions are established, and computations for linear, circular, radial, azimuthal and mixed polarizations of the individual plane wave components forming the Bessel (vortex) beams by means of the angular spectrum decomposition method (ASDM) illustrate the theory with particular emphasis on the tractor (i.e. reversal) behavior of the force. This effect results in the pulling of the magneto-dielectric sphere against the forward linear momentum density flux associated with the incoming waves. Should some conditions related to the choice of the beam parameters as well as the permittivity and permeability of the sphere be met, the optical force vanishes and reverses sign. Moreover, the beam polarization is shown to affect differently the axial negative pulling force for either the zeroth- or the first-order Bessel beam. When the sphere is centered on the beam′s axis, the axial force component is always negative for the zeroth-order Bessel beam except for the radial and azimuthal polarization configurations. Nonetheless, for the first-order Bessel beam, the axial force is negative for the radial polarization case only. Additional tractor beam effects arise when the sphere departs from the center of the beam. It is also demonstrated that the tractor beam effect arises from the force component originating from the cross-interaction between the electric and magnetic dipoles. Potential applications are in particle manipulation, optical levitation, tractor beam tweezers, and other emergent technologies using polarized Bessel beams on a small (Rayleigh) magneto-dielectric particle.