This study analyzed the effectiveness of an elementary school Social and Emotional Learning (SEL) program during middle school transition in Portugal, and the influence of gender, classroom size and student's perception of two school climate dimensions (student-student relationships and teacher-student relationships) upon its effectiveness. One-thousand-sixty-three students (Mage = 9.14; SD = 0.64; 51.2% were boys) participated: 702 in the intervention group and 361 in the control group, assessed at pretest, post-test, and follow-up 10 months later (after middle school transition). Multilevel analyses identified that the program was effective in enhancing social awareness, self-control, and self-esteem, even after middle school transition. Results also showed that there no differential gains by gender, and that intervention group students who had more positive perceptions of student-student relationships and teacher-student relationships displayed more positive trajectories in self-esteem. Students from smaller fourth-grade classrooms displayed lower social awareness than students from larger fourth-grade classrooms, but a more positive trajectory in that competence than students from medium and larger fourth-grade classrooms. This study highlights the importance of analyzing the differential effectiveness of SEL programs.