This study explored the roles of individual factors (age, gender, locus of control, self-esteem, and loneliness), parenting style, and academic achievement in discriminating students involved in bullying (as bullies, victims, and bully/victims) from those not involved. Participants comprised 742 middle school students (393 females, 349 males). The results of multinomial logistic regression analysis indicated that a higher locus of control, lower strictness/supervision scores, increased age, and being male increased the likelihood of being a bully; a higher locus of control, higher loneliness score, and a lower acceptance/involvement score increased the likelihood of being a victim; and higher loneliness and psychological autonomy scores and lower acceptance/involvement, strictness/supervision, and academic achievement scores increased the likelihood of being a bully/victim. Although parental style variables play an important role in involvement in bullying, the individual factor loneliness is a more powerful predictor than other predictors in discriminating victims and bully/victims from uninvolved students. Age and gender are stronger predictors than other predictors in discriminating bullies from uninvolved students.