This study examined whether the association between immigration and bullying victimization differed across immigrant generation, age and national and school context. Data were used from the 2013–14 Health Behavior in School-Aged Children study among nationally-representative samples of young people in 26 countries/regions. Multilevel logistic regression analyses showed that first- and second-generation immigrants were more likely to report bullying victimization than non-immigrants. However, differences according to immigration status were more pronounced for first- than second-generation immigrants. For both immigrants and non-immigrants, bullying victimization was less prevalent at older ages. Strikingly, all immigration effects were similar across countries, and only differences in bullying victimization between second-generation immigrant and nonimmigrant youth varied across schools. This variation was not related to school-level classmate or teacher support. Findings point to the vulnerability of immigrant youth for bullying victimization throughout Europe.