The use of electronic communication technologies has become a core method for adolescent communication. While there are many benefits to such technologies, cyberbullying has emerged as a potential harm. This study examines the association between cyberbullying and adolescent mental health problems and the extent to which this association differs by sex and mental health problem type. A clustered sample of 31,148 students in grades 6–12 (Female = 51.9%; 56.5% Caucasian, 10.2% South Asian) completed an anonymous survey asking their frequency of exposure to traditional forms of bullying, cyberbullying, and experiences of mental health problems over the past 6 months. Multilevel structural equation modelling was used to examine the associations. Controlling for age and traditional forms of bullying, cyberbullying was a significant predictor of adolescents’ emotional and behavioral problems. Cyberbullying was more strongly associated with emotional problems for females and with behavioral problems for males. This evidence identifies unique adverse effects associated with cyberbullying on both emotional and behavioural problems and sex differences in the strength of these associations.