Bullying and cyberbullying have been intensively studied in many countries, and research on the topic has been fruitful. Nevertheless, it is still necessary to advance knowledge on bullying and cyberbullying in many geographical areas and to discover their risk and protective factors. The objective of this study was to describe and compare the involvement in different bullying and cyberbullying roles in Spain and Poland, identifying risk and protective factors such as moral disengagement, social and emotional competencies, moral emotions and empathy. This study was carried out with a sample of 2535 primary and secondary school students from Spain and Poland. More bullying and cyberbullying involvement were found in Poland in comparison with Spain. Different moral disengagement mechanisms were found to be risk factors for involvement in bullying and cyberbullying in both countries. Low moral emotions were a risk factor for bullying and cyberbullying perpetration in Spain and Poland. Different social and emotional competencies were protective against bullying and cyberbullying in both countries. These results suggest the need to design and implement more programs to promote social, emotional and moral competencies in Spain and Poland to protect children against bullying and cyberbullying.