According to the findings of the Programme for International Student Assessment (PISA) 2015 Well-being Study, Taiwan’s school learning environment, in terms of teen bullying, is more harmonious than that of Macao’s. This study seeks to identify pertinent risk and protective factors discriminating between the low-achieving students who are frequently bullied and those who are not. Respectively for Macao and Taiwan, personal and low-achieving-related student characteristics, alongside the potential risk and protective factors of teen bullying, are predictor variables in the multilevel logistic regression analyses. The findings show that teacher unfairness is a risk factor whereas sense of school belonging and disciplinary climate are protective factors of the victims who are frequently bullied. The significant effect size of the risk and protective factors found indicates that Macao can learn from Taiwan so as to scale down the prevalence of teen bullying in schools.