Background <p>School bullying is a pervasive phenomenon that negatively impacts students’ psychological well-being and social functioning. Research has identified distinct bullying roles, including bullies, victims, and bully-victims, each associated with specific emotional, behavioral, and social characteristics. However, little is known about how domain-specific self-efficacy beliefs and prosocial behavior jointly characterize these roles.</p> Objective <p>This study examined differences in prosocial behavior, regulatory self-efficacy (R-SE), and social self-efficacy (S-SE) across bullying involvement roles among adolescents and explored how these roles relate to internalizing and externalizing problems.</p> Methods <p>Participants were 313 high school students aged 14–18 from two schools in Rome, Italy. Students completed the Florence Bullying –Victimization Scales –Short Version, the Strengths and Difficulties Questionnaire, and the Self-Efficacy Scale. Based on bullying and victimization scores, using the 85th percentile as the cut-off, students were classified as neutral students, victims, bullies, or bully-victims. Group differences were analyzed using Kruskal-Wallis tests and Dunn’s post hoc comparisons.</p> Results <p>Significant differences emerged for internalizing and externalizing difficulties, prosocial behavior, and regulatory self-efficacy. Neutral students displayed the highest regulatory self-efficacy, whereas bullies and bully-victims scored lowest. Victims exhibited the greatest prosociality. No significant differences were found for social self-efficacy.</p> Conclusions <p>Distinct socio-emotional patterns characterized each role. Low regulatory self-efficacy with limited prosocial orientation appears linked to greater engagement in aggressive roles, whereas victims’ high prosociality may represent a compensatory response to social vulnerability. These findings underscore the interplay between self-efficacy domains and prosocial behavior in adolescents’ socio-emotional adjustment.</p>