The present study investigated whether bullying victimization and parental involvement were associated with internalizing distress, suicidal thoughts and behavior, and substance use in Jamaican adolescents as well as whether parental involvement moderated the relation between bullying victimization and measures of psychological and behavioral distress. Analyses were based on a sample of 1,595 adolescents who were participating in the 2010 Global School-Based Student Health Survey. Data were collected using a complex survey design. Regression models were estimated using weighted data, which allowed us to draw conclusions about the population of Jamaican adolescents. Consistent with findings from international studies, bullying victimization was uniquely and positively associated with feelings of loneliness, sleep difficulties due to worry, smoking frequency, and suicidality for both male and female adolescents as well as with alcohol use frequency for female adolescents. Our pattern of findings also suggested that parental involvement is a more robust correlate of psychological and behavioral adjustment for female adolescents. Female adolescents who reported higher levels of parental involvement were less lonely and less likely to consider or plan suicide. For boys, parental involvement was only negatively related to loneliness. Finally, we found evidence that parental involvement moderated the relation between bullying victimization and cigarette use and considering suicide, although the latter finding was at the level of a nonsignificant trend. Our findings suggest parental involvement may attenuate the relation between bullying victimization and considering suicide but may strengthen the relation between bullying victimization and smoking. We discuss our findings in the context of Jamaican cultural socialization and with an appreciation for the social challenges faced by adolescents experiencing bullying victimization.