Being bullied is a well-recognized trauma for adolescents. Bullying can best be understood through an ecological framework since bullying or being bullied involves risk factors at multiple contextual levels. The purpose of the study was to identify the risk and protective factors that best differentiate groups along with the outcome variable of interest (being bullied) using Classification and Regression Tree (CART) analysis. The study used the Health Behavior in School-Aged Children (HBSC) data collected from a nationally representative sample of students in grades six through ten during the 2005–2006 school years. This study identified that for adolescents 12 and younger, lower parental support is a critical risk factor associated with bullying and among those 13 to 14 with lower parent support, adolescent with higher academic pressure reported experiencing more bullying. For the older group of adolescents (aged 15 and older), school related factors were identified to increase the risk level of being bullied. There was a critical age (15 years old) for implementing victimization interventions to reduce the damage from being bullied. Service providers working with adolescents aged 14 and less should focus more on family-oriented intervention and those working with adolescents aged 15 and more should offer peer- or school-related interventions.