This study analyzed the explanatory power of school anxiety on cyberbullying and the differences in school anxiety according to the personal role in cyberbullying (victims, bullies, bullies-victims and not involved). The Screening of harassment among peers (SAI) and the School anxiety inventory for Primary Education (IAEP), was applied to 548 students (50.2% boys) of 5th and 6th grade of Primary Education (10-13 years). The evidence found placed the high scores in anxiety related to social evaluation as the explanatory variable of the role of victim, as well as higher levels in psychophysiological anxiety in the case of the bullies. Anxiety in the face of school punishment appears as a protective factor for not being bullies and bully-victims. In addition, student victims of cyberbullying showed more symptoms of anxiety in different school situations than student bully-victims and those not involved in cases of cyberbullying. The findings are discussed highlighting school anxiety as an explanatory variable of acting as a victim, bully and bully-victim of cyberbullying, which can guide the development of effective prevention programs.