The present study aims to analyze the impact of the different dimensions of bullying (physical, psychological and indirect) on the school performance of Brazilian students. For this analysis, data from the Programme for International Student Assessment (PISA) from the year of 2015 were used. The methodology applied was the Propensity Score Matching (PSM), the Inverse Probability-Weighted Regression-Adjustment (IPWRA) and the categorical multivalued treatment known as Generalized Propensity Score (GPS). The results show that physical bullying (being spanked and having belongings destroyed) is harmful for the students' academic performance. Psychological bullying (having gossip spread, being made fun of, and being threatened), however, did not negatively impact the grades. When considering the frequency (weekly, monthly, or annual) of bullying in the model, it is observed that, among the different dimensions of aggression, the effect on the grades of Brazilian students is both increasing and negative. Bullying causes several consequences to students in addition to the decrease of school performance since it can result in school evasion and sometimes difficulties in the labor market. Thus, studying this phenomenon, by means of school behavior, is an important subject for the society.