We applied the Social Cognitive Theory to investigate whether parent–child relationships, bullying victimization, and teacher–student relationships are directly as well as indirectly via self-efficacy in social conflicts associated with adolescents’ willingness to intervene in a bullying incident. There were 2071 (51.3% male) adolescents between the ages of 12 and 17 from 24 schools in Germany who participated in this study. A mediation test using structural equation modeling revealed that parent–child relationships, bullying victimization, and teacher–student relationships were directly related to adolescents’ self-efficacy in social conflicts. Further, teacher–student relationships and bullying victimization were directly associated with adolescents’ willingness to intervene in bullying. Finally, relationships with parents, peers and teachers were indirectly related to higher levels of students’ willingness to intervene in bullying situations due to self-efficacy in social conflicts. Thus, our analysis confirms the general assumptions of Social Cognitive Theory and the usefulness of applying its approach to social conflicts such as bullying situations.