The extant literature suggests the importance of belonging in preventing and reducing internalizing symptoms. However, it is not yet clear which sources of belonging are most distinctly and robustly linked to symptoms of depression and anxiety. Further, the associations between various sources of belonging when also considering forms of peer victimization have not been readily examined. As such, the current study examined how peer, family, and school belonging are differentially associated with symptoms of depression and anxiety among middle school-age students (N = 256, M[subscript age] = 12.23 years, 52% male) when also considering the variance associated with forms of peer victimization. Further, sources of belonging were examined as moderators of the links between various forms of peer victimization and internalizing symptoms. Findings indicated that while family belonging was most robustly associated with depression symptoms, school belonging was most robustly associated with anxiety symptoms. Relational and cyber-, but not overt, victimization were distinctly and robustly associated with both symptom clusters. The only moderating effect evident was with school belonging and overt victimization, such that the association between overt victimization and depression symptoms was only evident when levels of school belonging were high. Findings contribute to our knowledge of distinct associations of various sources of belonging and further highlight the associations between peer victimization and internalizing symptoms among middle school students.