Background: Bullying and suicidality are serious worldwide problems with negative effects on the young population and therefore international comparisons in this field are of paramount importance. Aims: To analyze the prevalence of bullying and cyberbullying and their association with suicidal behavior among school-aged children in Israel, Lithuania, and Luxembourg. Method: In total, 3,814 15-year-olds from schools in Israel, Lithuania, and Luxembourg were surveyed in the Health Behavior in School-Aged Children (HBSC) cross-national survey in 2013/2014 using standardized anonymous questionnaires. Data analysis employed logistic regression and structural equation modeling (SEM). Results: In all, 6.5% of the adolescents reported being cyberbullied, 15.6% reported being bullied at school. In the previous 12 months, 38.6% reported experiencing emotions that stopped them from doing their usual activities, 17.8% considered attempting suicide, 12.0% made a suicide plan, and 9.5% attempted suicide. Victims of cyberbullying and school bullying had a significantly higher risk of suicidal ideations, plans, and attempts. The SEM analysis confirmed a significant overall effect of bullying on adolescent suicidality. The strongest effect was seen among Israeli students. Limitations: The prevalence estimates were obtained by self-report. Conclusion: The prevalence of adolescent cyberbullying, school bullying, and suicidal behavior is relatively high in Israel, Lithuania, and Luxembourg. Cyberbullying is a strong predictor of adolescent suicidality.