Alexithymia refers to an ineffectiveness in identifying feelings and emotions and their communication. In adolescence, it has been identified as a significant predictor of emotional dysregulation, depression, anxiety, especially in girls, and it is generally associated with higher levels of physical and verbal aggression. We investigated the association between alexithymia and the tendency to engage in aggressive or prosocial behaviour in bullying situations and how this relationship may be affected by adolescents’ anxiety and resilience. A sample of 884 female adolescents (mean age = 16.2) completed three quantitative self-report measures of alexithymia, roles in bullying situations, and levels of anxiety and resilience. Three groups were created based on the alexithymia scores: high alexithymia, borderline, and no alexithymia. A multiple analysis of covariance was conducted to evaluate the associations among the variables. The MANCOVA showed that participants in the high-alexithymia group were less prone to adopt prosocial roles and more likely to play victim and outsider roles than those in the borderline and no-alexithymia groups. Furthermore, these results varied as a function of anxiety and resilience. Our study contributes in deepen the association between alexithymia and the tendency to act hostile, prosocial, or indifferent behaviours in emotionally charged situations in a particular developmental period when emotional regulation strategies, especially in girls, are put to the test. This could have important implications from the point of view of preventing the chronic development of antisocial behaviour as the preferred choice for dealing with emotionally stressing situations.