This study investigated the relationship between bullying involvement (bully, victim, bully/victim, and not involved) and gender, academic achievement, self-efficacies (academic, social, and emotional self-efficacies). Data were collected by administering the Revised Olweus Bully/Victim Questionnaire (Olweus, 1996), the Self-Efficacy Questionnaire for Children (Murris, 2001), and a demographic information form to 721 middle school students (50.3% female, 49.7% male). The associations between bullying involvement and the independent variables were evaluated using a multiple correspondence analysis. Results showed that females tended to be not involved or victims, whereas males tended to be bullies or both bullies and victims. There were moderate associations between all self-efficacies, academic achievement, and bullying involvement. In particular, high self-efficacies and high academic achievement were related to being not involved in bullying, while low self-efficacies and low academic achievement were associated with either being a victim or both bully and victim.