Randomised trials exposing children to bullying are clearly unethical. Instead, we added several design features to an observational study to strengthen inferences that could be drawn about the effects of bullying victimisation on self harm. Firstly, we used a prospective longitudinal study following a nationally representative cohort of children from early childhood to 12 years of age, which enabled us to control statistically for a range of potentially confounding and pre-morbid selection effects. Secondly, because our cohort comprises twins, we were able to carry out a co-twin-control analysis among pairs discordant for bullying victimisation, to test if the bullied sibling was more likely to self harm than the non-bullied sibling, despite their shared family background. Thirdly, to minimise reporter bias and ascertain the robustness of our findings across different reporters, we measured children’s exposure to bullying by interviewing both the children and their mothers. Thus, because mothers might not be aware of all of their children’s exposure to bullying, we tested the association between the 12 year old children’s own reports of bullying victimisation and their self harm outcomes. However,