This study compared physical child abuse and teacher harassment of bully–victims with other groups and examined their associations with mental health problems in bully–victims. For 6,160 adolescents, experiences of physical child abuse, teacher harassment, peer bullying, and six mental health problem indicators were assessed. Adolescents that had experienced physical child abuse and teacher harassment were more likely to be bully–victims but not neutral or pure victims. Adolescents who reported physical child abuse were more likely to be bully–victims but not pure bullies. Bully–victims that had experienced teacher harassment exhibited more severe depression and insomnia than did those without teacher harassment. Gender had moderating effects on the difference in physical child abuse between bully–victims and neutrals and on the association between physical child abuse and suicidality in bully–victims. Physical child abuse and teacher harassment should be considered when preventive and intervention programs are developed for adolescents.