The increased visibility of bullying cases has led the scientific community to be more interested in analysing the factors affecting these behaviours in order to reduce bullying cases and their negative consequences. The aim of this study was to define and contrast an explanatory model that makes it possible to analyse the relationships between self-concept, empathy and violent behaviours in schoolchildren through structural equation analysis. The sample of this study is made up of 734 schoolchildren from the province of Granada (Spain), both male and female, aged between 10 and 12, and it consists of analysing self-concept (AF-5), empathy levels (TECA) and violent behaviour at schools (ECV). A structural equation model was performed and successfully adjusted (χ2 = 563.203; DF = 59; p < 0.001; CFI = 0.943; NFI = 0.937; IFI = 0.943; RMSEA = 0.076). A positive and direct relationship between self-concept and cognitive empathy has been found; manifest aggression is negatively related to self-concept. Similarly, affective empathy has a negative relationship with relational aggression. The main conclusions of this study are that the levels of self-concept and empathy represent protective factors against the development of violent and victimisation behaviours in schoolchildren.