We conducted a systematic review to examine first generation immigrant adolescents' likelihood of experiencing bullying, violence, and suicidal behaviours compared to their later-generation and native born counterparts, and to identify factors that may underlie these risks. Eighteen studies met full inclusion criteria. First generation immigrant adolescents experience higher rate of bullying and peer aggression compared to third generation and native counterparts. Refugee status and advanced parental age were associated with increased parent to child aggression among South East Asians. Family cohesion was associated with lower rates of violence. Suicidal ideation was lower across most immigrant adolescents' ethnicities, with the exception of Turkish and South Asian Surinamese female adolescents in the Netherlands. Bullying and peer aggression of immigrant children and adolescents and potential mitigating factors such as family cohesion warrant research and program attention by policymakers, teachers and parents.