This article seeks to measure the effect of bullying in math scores of students in the 6th grade of public (Nansel et al., 2001). school in the city of Recife, Pernambuco, Brazil with the use of data from a survey by Joaquim Nabuco Foundation in 2013. The methodology applied is Propensity Score Matching (PSM) in order to compare students who reported having suffered bullying with a control group, consisting of students who did not suffer bullying. Specifically, we aim to understand the role of social emotional skills and their potential influence on bullying. The results suggest that bullying has a negative impact on performance in mathematics and that social emotional skills can help students deal with bullying. Several econometric techniques were used to circumvent endogeneity problems. To identify personality traits, we use a factor model that also serves to correct for prediction error bias. The sensitivity analysis indicated potential problems of omitted variables. The results indicate that anti-bullying programs should take into account social emotional skills.