Background: Adolescent bullying victimisation and maltreatment have been linked to mental health disorders. Early intervention interrupting victimisation continuity is required since adolescence is a critical period for the formation of adult skills. We investigate the protective factors against youth victimisation at school and domestically. Method: This study uses the youth self-completion questionnaire (preadolescents/adolescents aged 10-15) from the UK Household Longitudinal Study (UKHLS) containing youth victimisation questions in waves 1, 3 and 5 spanning 2009-2013. The self-reported victimisation measures include direct aggression (physical, verbal) and indirect bullying by other young people at school/non-domestically and at the household. The investigation employs balanced and unbalanced sample designs, complete case analysis (CCA) and multiple imputation (MI). Results: The most effective protective factor reducing victimisation at school and domestically is the strength of family support as felt by the child (perceived family support) and the quality of the family environment. The unobserved factors increasing non-domestic victimisation are related to the latent factors reducing family support. This indicates that victimised adolescents do not always inform their families. The intensity of past period bullying is a strong predictor of future victimisation. Conclusions: The importance of family support and the quality of the family environment as protective factors necessitates parental involvement in school anti-bullying programmes. The longitudinal persistence of bullying indicates the inability of frequently bullied adolescents to escape victimisation. Anti-bullying policy design should encourage victims to speak up by lowering victimisation stigma and, provide assurances against bully retaliation.