This study evaluated the Bullying: The Power to Cope program (Bernard, 2012), which is designed to teach children the ideas espoused in the practice of rational emotive behaviour therapy (REBT) to employ in response to bullying. Self-report data were collected at pre- and post-test of children's cognitive, behavioural, and emotional coping responses to four written bullying vignettes. At pre-test, children's personal qualities of intrinsic resiliency were also measured. The sample consisted of 139 participants in Melbourne, Australia (n = 80 in the experimental group and n = 59 in the control group), aged from 10 to 14 years. Results indicated children in the experimental group improved in cognitive and emotional coping responses relative to children in the control group. Females showed greater improvement than males in coping responses to bullying as a consequence of the intervention. Entering levels of intrinsic resiliency did not moderate the effects of the intervention program on children's coping responses. The cognitive and emotional coping responses of females to bullying vignettes (pre-test) were significantly more negative and emotionally intense than males. The implications of these findings are discussed, as well as limitations and directions for future research.