Results Self harm data were available for 2141 children. Among children aged 12 who had self harmed (2.9%; n=62), more than half were victims of frequent bullying (56%; n=35). Exposure to frequent bullying predicted higher rates of self harm even after children’s pre-morbid emotional and behavioural problems, low IQ, and family environmental risks were taken into account (bullying victimisation reported by mother: adjusted relative risk 1.92, 95% confidence interval 1.18 to 3.12; bullying victimisation reported by child: 2.44, 1.36 to 4.40). Victimised twins were more likely to self harm than were their non-victimised twin sibling (bullying victimisation reported by mother: 13/162 v 3/162, ratio=4.3, 95% confidence interval 1.3 to 14.0; bullying victimisation reported by child: 12/144 v 7/144, ratio=1.7, 0.71 to 4.1). Compared with bullied children who did not self harm, bullied children who self harmed were distinguished by a family history of attempted/completed suicide, concurrent mental health problems, and a history of physical maltreatment by an adult.