Dating violence (DV) among adolescents is a public health issue because of its negative health consequences. In this study, we aimed to analyse the prevalence and the psychosocial and socioeconomic risk and protective factors associated DV among male and female adolescents in Europe. It was performed a cross-sectional study based on a non-probabilistic sample of 1555 students aged 13–16 years (2018–2019). The global prevalence of DV victimization was significantly greater among girls than boys (girls: 34.1%, boys: 26.7%; p = 0.012). The prevalence of DV in both girls and boys was greater for those over age 15 (girls: 48.5% p < 0.001; boys: 35.9%; p = 0.019). There was an increased likelihood of DV victimization among girls whose fathers did not have paid employment (p = 0.024), who suffered abuse in childhood, and reported higher Benevolent Sexism [PR (CI 95%): 1.01 (1.00–1.03)] and machismo [1.02 (1.00–1.05)]. In the case of boys, the likelihood of DV increased with abuse in childhood (p = 0.018), lower parental support [0.97 (0.96–0.99)], high hostile sexism scores (p = 0.019), lower acceptance of violence (p = 0.009) and high machismo (p < 0.001). Abuse in childhood was shown to be the main factor associated with being a victim of DV in both population groups, as well as sexism and machismo attitudes. These results may contribute to future DV prevention school programs for both, teenagers and children of elementary school ages.