In Study One the nature of peer bullying among 353 Australian primary school children from years three to seven was studied with a view to understanding the anxiety generated by victimisation. Over one-third of the sample reported feeling unsafe from bullying at school and over half of the sample believed that the reason children did not ask for help from bullying was that they were too afraid. In Study Two 114 primary school students from a second school were assessed for social-evaluative anxiety associated with peer victimisation at school. The findings indicated that victimisation was associated with fear of negative evaluation amongst males and females and social avoidance amongst females.