This study estimated internalising and externalising mental health problems among bullied-, unclear if bullied- and not bullied children aged 4-16 in the Nordic countries, and identified resource factors to bullied children’s mental health. Data comes from the cross-sectional NordChild survey 2011 and the Strength and Difficulties Questionnaire, including 6,214 children in the analyses. Mental health problems were most prevalent among children parent-reported as bullied (29.2-44.3 %), followed by children with unclear status if bullied (13.0-25.6 %) and not bullied children (5.3-7.9 %). Externalising problems were more prevalent in all groups except among bullied girls aged 7-16, where internalising problems were more prevalent. Ten potential resource factors to bullied children’s mental health were analyzed, finding that (1) children with at least three close friends had higher odds to be mentally healthy than children with fewer close friends and (2) bullied boys had higher odds to be mentally healthy if they regularly practiced sport.