Facts To Know!! Bullying affects mental health, which can lead to shame, fear, low self-esteem, depression. Victims of bullying are 5 times more likely to be depressed than their non-victimized peers. Bullying can have a profound negative effect, both on the victim and the bully. Bullying causes physical problems, such as injuries caused by harassment of sleep disturbances, bed-wetting. Bullying can have a major impact on concentration difficulties, poor academic performance, absenteeism, the overall school climate and escalating school violence. Bullying Watch short video introduction on what Bullying looks like.