Although studies have been conducted to examine the applicability of Agnew’s general strain theory (GST) to the explanation of school bullying, GST research on the phenomenon remains limited in number and scope. To fill this gap in research, using data from a sample of 296 middle school students in a southwestern state of the United States, this article examined whether different types of strain and negative emotions are positively associated with psychological, physical, and general bullying. Overall findings of negative binomial regression analyses tended to be consistent with our expectations, while some aspects of GST received more empirical support than others. Strains and negative emotions were mostly related positively either to psychological or physical bullying, with negative emotions, anger and depression, partly mediating the strain-bullying relationship. However, we found mixed patterns of interactions among strains, negative emotions, and conditioning factors. Theoretical and practical implications were discussed.