Engagement in risky behaviors make military-connected youth (MCY) more susceptible to adverse health outcomes. Among the many factors associated with risky behaviors is the experience of being bullied; being bullied can influence youth to engage in risky behaviors to manage physical or emotional harm. MCY are understudied, and the relationship between bullying and engagement in risky behaviors need to be examined. Therefore, the purpose of this study was to determine the association between the reported experience of being bullied and reported engagement in risky behaviors among MCY. Exploratory analyses sought to identify potential gender differences in the associations between the experience of being bullied and any of the risky behaviors. It was hypothesized that MCY who reported the experience of being bullied would engage in sexual intercourse, alcohol use, drug use, and violence more so than MCY who reported they were not bullied. This study consists of a secondary analysis of data collected by the Naval Medical Center San Diego (NMCSD) Adolescent Clinic. Participants completed age-specific questionnaires that included questions on their experience of being bullied and engagement in risky behaviors (i.e., sexual intercourse, alcohol use, drug use, and violence). Among MCY, the reported experience of being bullied was associated with reported engagement in violence. However, it was not associated with the other three risky behaviors. Exploratory analyses found that the relationship between the experience of being bullied and violence was present among male MCY and not female MCY. These findings can be utilized by program staff to create programs specifically for MCY who have experienced bullying to learn and practice coping methods to prevent violent behaviors. These programs could then be utilized in a variety of settings, including military adolescent clinics or even schools.