Although previous research has indicated an association between school engagement and adolescent victimization, its causal direction has not been determined, particularly in Chinese and East Asian cultural contexts. This study used a longitudinal panel data to explore the likely causal direction between school engagement and adolescent victimization in the context of school and cyberspace. Three hundred fifty-six students and their homeroom teachers in lower secondary school (Grades 7–9) in Hong Kong participated in a 2-wave panel study with a 9-month time interval. Students provided self-report information on their experiences with school violence and cyberbullying, and their homeroom teachers assessed their students’ engagement in school. The results of latent variables and autoregressive cross-lagged panel analysis suggested that school engagement at wave 1 was a significant predictor of school victimization at wave 2, but school victimization at wave 1 did not predict school engagement at wave 2. Similarly, school engagement at wave 1 was a significant predictor of cyberbullying victimization at wave 2, but school victimization at wave 1 did not predict school engagement at wave 2. These findings were also relevant for both sexes. The findings demonstrated that school engagement could be a protective factor against adolescent exposure to violence in school and cyberspace in Hong Kong. The findings informed school practitioners in Hong Kong that increasing student engagement in school could be a key strategy to reduce students’ risk of being bullied in school and cyberspace. Copyright © 2021 The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.