Objectives: Being the victim of peer bullying is associated with increased risk of psychopathology, yet it is not known whether similar experiences of bullying increase risk of psychiatric disorder when the perpetrator is a sibling. We tested whether being bullied by a sibling is prospectively associated with depression, anxiety, and self-harm in early adulthood. Methods: We conducted a longitudinal study using data from > 6900 participants of a UK community-based birth cohort (Avon Longitudinal Study of Parents and Children) who reported on sibling bullying at 12 years. Our main outcome measures were depression, anxiety, and self-harm, assessed using the Clinical Interview Schedule-Revised during clinic assessments when participants were 18. Results: Children who were frequently bullied were approximately twice as likely to have depression (odds ratio [OR] = 2.16; 95% confidence interval [CI], 1.33-3.51; P < .001), self-harm (OR = 2.56; 95% CI, 1.63-4.02; P < .001), and anxiety (OR = 1.83; 95% CI, 1.19-2.81; P < .001) as children who were not bullied by siblings. The ORs were only slightly attenuated after adjustment for a range of confounding individual, family, and peer factors. The population-attributable fractions suggested that 13.0% (95% CI, 1.0%-24.7%) of depression and 19.3% (95% CI, 7.6%-29.6%) of self-harm could be explained by being the victim of sibling bullying if these were causal relationships. Conclusions: Being bullied by a sibling is a potential risk factor for depression and self-harm in early adulthood. Our results suggest that interventions designed to target sibling bullying should be devised and evaluated.