Previous evidence on cyberbullying among adolescents indicates that involvement as a cybervictim has devastating consequences, particularly in the emotional domain. However, not all cybervictims suffer the same negative emotional effects. This study aimed to examine which specific factors are most relevant in explaining the variability in the emotional responses among cybervictims: feeling depressed, angry, and active or ready for action, considering also gender and age. A total of 4271 Spanish secondary school students (49.3% girls), aged 11–18 years (Mage = 13.57, SD = 1.22) participated in this cross-sectional study. Participants completed paper scales measuring bullying and cyberbullying involvement, online activity on digital devices, and family digital practices. Cybervictims (15.3%) were identified to test two structural equation models (SEMs), in which individual and contextual variables were progressively introduced, and subsequently comparing according to gender and age. The results of the SEM showed that all factors had a crucial role in the association between cybervictimisation and each type of emotional impact, with differences between boys and girls, but not between pre-adolescents and adolescents. Specifically, bullying victimisation, social media use and oversharing practices predicted the depressed impact followed by the angry impact, acting as a risk factor for the negative emotional effects among cybervictims. However, online parental supervision predicted the active impact, i.e. being prepared to face the situation, acting as a protective factor. These results suggest the importance of schools and families addressing bullying, cyberbullying, digital education and socio-emotional development among adolescents comprehensively not only to prevent involvement in violent phenomena, but also to mitigate their negative effects and promote more effective coping.