Adolescents involved in bullying can be at risk of developing behavioural problems, physical health problems and suicidal ideation. In view of this, a quantitative research design using a cross-sectional study was conducted to determine the prevalence of bullying and associated individual, peer, family and school factors. The study involved 4469 Malaysian public-school students who made up the response rate of 89.4%. The students were selected using a randomized multilevel sampling method. The study found that 79.1% of student respondents were involved in bullying as perpetrators (14.4%), victims (16.3%), or bully-victims (48.4%). In a multivariate analysis, the individual domain showed a significant association between students' bullying involvement and age (OR = 1.38; 95% CI 1.12-1.70), gender (OR = 1.73; 95% CI 1.47-0.91), ethnicity (OR = 0.66; 95% CI 0.47-0.91), duration of time spent on social media during the weekends (OR = 1.43; 95% CI 1.09-1.87) and psychological distress level (OR = 2.55; 95% CI 1.94-3.34). In the peer domain, the significantly associated factors were the number of peers (OR = 0.69; 95% CI 0.56-0.86) and frequency of quarrels or fights with peers (OR = 2.12; 95% CI 1.24-3.26). Among the items in the school domain, the significantly associated factors were students being mischievous in classrooms (OR = 1.52; 95% CI 1.06-2.06), student's affection towards their teachers (OR = 1.53; 95% CI 1.06-2.20), frequency of appraisal from teachers (OR = 1.49; 95% CI 1.16-1.94), frequency of friends being helpful in classrooms (OR = 1.92; 95% CI 1.09-3.38) and frequency of deliberately skipping class (OR = 2.91; 95% CI 2.90-1.72). As a conclusion, the study revealed high levels and widespread bullying involvement among students in Malaysia. As such, timely bullying preventions and interventions are essential, especially in terms of enhancing their mental health capacity, which substantially influences the reduction in the prevalence rates of bullying involvement among students in Malaysia.