The study investigated associations of general and specific parental self-efficacy factors with bullying and peer victimization behaviors among 142 fourth and fifth graders and their parents. Using structural equation modeling, exploratory factor analysis was used to examine one general parenting self-efficacy measure and a bullying specific parent self-efficacy measure. The latter produced two unique factors: (1) self-efficacy to know when one’s child is bullied, and (2) self-efficacy to respond to one’s child being bullied. Child reports of bullying and peer victimization were simultaneously regressed on the three (i.e., one general and two specific) parent self-efficacy factors. Findings revealed that parental self-efficacy to know when one’s child is bullied, was uniquely and negatively associated with both bullying and victimization. Additionally, and contrary to expectations, parental self-efficacy to respond to child being bullied was uniquely and positively associated with victimization.