The objective was to analyse bullying in relation to sociodemographic factors, health, well-being, and health behaviours. The study is the 1998 Danish contribution to the international WHO-coordinated study Health Behaviour in School-aged Children. It includes 5,205 11-15 year-old students from a random sample of 55 schools who answered a standardized questionnaire. Twenty-five percent were bullied several times during the academic year, most frequently among the youngest students, and independent of sex; 32% bullied others, boys more frequently than girls; the frequency increased with age. Bullying was associated with low social class. Bullying varied considerably among schools. The victims had more problems as regards health, well-being and self-esteem; they smoked and drank less than others. Those who bullied others also had more problems but to a much smaller extent than the victims. They had higher levels of risk behaviours such as smoking, drinking, and seat-belt avoidance, and were less satisfied with school. In conclusion, victims of bullying have a very high proportion of health problems, poor well-being and low self-esteem. To bully others is significantly associated with health risk behaviours.