Few studies have investigated the mediating and moderating mechanisms that help explain the consequences of workplace bullying on individual psychological and physical health outcomes. The current research investigated a theoretical model of the effects of workplace bullying on employee attendance, and the role of supervisor support as a moderator of the relationship between individual-level workplace bullying and the hypothesized mediating effects by which bullying translates into absenteeism. Moreover, responses to negative acts at work are influenced by values and cultural beliefs, and hence, the present research sought to explore the role of nation-level differences in power distance on the relationship between bullying and each of the mediating individual-level outcomes. Data from 7949 individuals in 19 countries were obtained from the 2016 European Working Conditions Survey (EWCS) and were analyzed with hierarchical regression analyses and multi-level modeling. Analyses of the data showed that job satisfaction, burnout, overall well-being, physical health problems, and sleep problems partially mediated the relationships between bullying and absenteeism. After controlling for these mediators, bullying had a direct effect on individual absenteeism, suggesting that bullying results in employee withdrawal both directly and indirectly through its effects on several mediating psychological states. Results failed to support the hypothesized moderating effects of supervisory support when data were analyzed across the entire sample, however significant within-country moderating effects of supervisor support were found in 13 of the 19 countries in the study. In these countries, the effects of supervisor support were inconsistent, with higher levels of support associated with stronger effects in some countries and weaker effects in others. Results failed to support the predicted moderating effects of power distance on the relationships between bullying and each of the mediators. However, the effects of bullying on absenteeism were stronger in countries with lower power distance, as would be expected. These results suggest that the effects of bullying in the workplace vary in complex ways across national cultures, where in some cultural contexts, bullying has more serious consequences for its victims. It is hoped that the present research will encourage future investigations of the effects of bullying in the workplace.