Student responses to bullying have an effect on subsequent outcomes. Dichotomous theories of coping suggest that self-reliance plays a role in responding to stress. In order to investigate the multidimensional nature of coping with bullying, the authors developed the Coping with Bullying Scale for Children. The current study also examined the relationships between bullying experiences (i.e., victimization and perpetration) and coping with bullying, with self-reliance as a potential moderator. Participants who reported higher rates of victimization or engagement in bullying reported greater use of cognitive distancing, externalizing, and self-blame strategies. Victimization was associated with higher reported rates of constructive coping. Self-reliance moderated the relationship between cognitive distancing and both types of bullying involvement. Self-reliance also moderated the relationship between self-blame and bullying perpetration. Implications for theory, practice, and future research are included.