This study uses a feminist theoretical framework to extend the literature on the relationship between sexual history, bullying victimization, and poor mental health outcomes. First, we examined whether an association between the sexual double standard and bullying victimization would apply to sexual minority youth the same way it applies to heterosexual youth. A second aim was to assess whether sexual minority boys, typically stereotyped as effeminate, would report the highest odds of bullying victimization. A third and final aim of our study was to look at the joint effect of sex and sexual intercourse on depression and suicidal ideation. Our analytic sample (N = 9,300) was from the 2009, 2011, and 2013 Rhode Island Youth Risk Behavior Surveys. Findings demonstrated that heterosexual girls who engaged in sexual intercourse had significantly higher adjusted odds of bullying victimization than heterosexual boys who engaged in the same behavior. Similar results were not found for sexual minority adolescents, suggesting the sexual double standard may not apply to sexual minority adolescents in the same way it applies to heterosexual adolescents. Consistent with our second hypothesis, sexual minority boys reported the highest odds of being recently bullied compared with heterosexual boys. Among students who were recently bullied, sexual minority girls displayed the highest adjusted odds of recent depression and suicidal ideation. Our study demonstrated that using a feminist theoretical framework broadens our understanding of why girls and sexual minority boys are particularly vulnerable to bullying victimization and the sequel of depression and suicidal ideation.