The transition period from primary to secondary school is a critical time in adolescent development. The high prevalence of adolescent mental health problems makes understanding the causal pathways between peer victimisation and internalising symptoms an important priority during this time. This article utilises data collected from self-completion questionnaires four times over 3 years from 3,459 students’ aged 11–14 to examine directional relationships among adolescents as they transition from primary to secondary school, and investigates gender differences in these associations. The findings suggest depression in males is both a precedent and antecedent for victimisation over the transition period, whereas for females depression is an antecedent only. Anxiety is a both a precedent and antecedent for victimisation for males and females. To maintain emotional wellbeing and prevent peer victimisation, interventions prior to and during this transition period are critical, especially among adolescents experiencing symptoms of depression and anxiety.