Individuals tend to believe that when comparing themselves to others they are less vulnerable to potential risks. This is referred to as comparative optimism, whereby individuals believe that they are immune from negative experiences that can happen to others. The current study examined comparative optimism judgements for the likelihood of experiencing cyber bullying. Comparative optimism was examined in three age groups: older adolescents (n = 130, 57% female, M age = 16.82, SD age = .38), emerging adults (n = 355, 92% female, M age = 19.26, SD age = .27), and adults (n = 147, 66% female, M age = 33.24, SD age = 9.77). All participants reported the likelihood that they, their friends, other students [forum users] younger than them, other students [forum users] their age, people older than them, and strangers would experience cyber bullying. Participants displayed an optimistic bias, reporting that they were less likely to experience cyber bullying than others. However, the relative risk of experiencing cyber bullying varied according to comparator group. Comparator groups that were socially close to the participants (e.g. friends) were generally rated as less likely to experience cyber bullying than socially distant comparator groups (e.g. strangers). Also, comparator groups that were younger than the participants were consistently judged to be most at risk of experiencing cyber bullying. Together, the findings have implications for the design of anti-cyber bullying interventions and campaigns to promote digital safety.