Previous studies that examined the associations among bullying experiences, psychological disturbances, and executive functions showed mixed results. They focused on certain subcomponents of the three sets of variables and did not reflect the comprehensive relationship. The present study explored these associations through regularized generalized canonical correlation analysis and further examined executive functions and psychological disturbances associated with types of bullying participant roles (i.e., bully, victim, bully-victim, and noninvolved) within a sample of 1469 middle school students (62.5% male). Different subcomponents of executive functions, traditional bullying, cyberbullying, and psychological disturbances were assessed via a battery of questionnaires. Results showed that only one significant canonical variate was found and there were significant canonical correlations among the three sets of variables. Participants with different bullying roles showed significant differences. Specifically, bully-victims showed the worst executive function and the highest levels of psychological disturbance. In contrast, noninvolved had the best executive function and the lowest levels of psychological disturbance. There were significant differences in externalizing problems between bullies and noninvolved, and significant differences in internalizing problems between victims and noninvolved. The findings contributed to the overall understanding of the relationship among bullying experiences, psychological disturbances, and executive functions and provided insights for the development of intervention programs.