Olweus (1993) states that 'a student is being bullied or victimised when he or she is exposed, repeatedly and over time, to negative actions on the part of one or more other students'. The purpose of this study is to identify the effect that bullying behaviour has on the anxiety levels and self-esteem of the participant's across gender and class level. The current study employed an independent samples experimental design involving 91 primary school children with a mean age of 11.33 years. All participants completed three questionnaires: the self-report bullying questionnaire, the Spence Children's Anxiety Scale and the self-esteem questionnaire. Results identified that there is a difference between the bullying roles and gender; (X2 = 11.784; df = 3; p<0.01); that both victims and bully/victims experienced higher levels of anxiety (F = 18.821; df = 3, 84; p<0.01) and lower self-esteem (F = 6.750; df = 3, 84; p<0.01) than bullies and bystanders.