The aim of this study was to identify differences in cognitive emotion regulation strategies regarding the involvement in traditional bullying (i.e. perpetrators, victims, bully-victims and non-involved). Participants were 1277 secondary school students (52.4% girls) whose age ranged between 12 and 16 years. Results showed that only maladaptive cognitive emotion regulation strategies differed by bullying roles. Perpetrators, bully-victims and victims scored high in maladaptive cognitive coping (i.e. rumination, self-blaming, blaming others and catastrophizing), whereas there were no significant differences between involved and uninvolved students in relation to adaptive strategies. Controlling for age and gender, high blaming others and high self-blaming were independently related to be a victim and being a bully-victim. Solely high scores in blaming others were related to be a perpetrator. Although further analyses are needed to establish causal associations, these findings suggest possible targets for intervention such that assessment of maladaptive coping strategies may protect adolescents against bullying.