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The consequences of cyberbullying victimization can lead to its perpetuation over time, initiating a vicious cycle. Thus, it is important to identify the factors that contribute to the persistence of victimization. This study aimed to examine some longitudinal mechanisms involved in the perpetuation of cyberbullying victimization in adolescents. The secondary aim was to study the protective role of executive functions (cognitive flexibility and selective attention) in this process, filling a gap in the literature. Sex differences were also studied. The sample consisted of 698 adolescents between 12 and 17 years of age (M = 14.59, SD = 1.36; 40.83% girls) from the Basque Country (Spain). Adolescents participated in a longitudinal study with three waves, in which 5–6 months elapsed between waves. The participants completed measures of executive functions in wave 1, of cyberbullying perpetration and depressive symptoms in waves 1 and 2, and of cyberbullying victimization in all three waves. The findings indicated that cyberbullying victimization was perpetuated through an increase of cyberbullying perpetration and depressive symptoms. Concerning executive functions, cognitive flexibility attenuated the impact of cyberbullying victimization on cyberbullying perpetration and depressive symptoms, and these in turn predicted lower levels of future victimization. Sex differences revealed that selective attention acted as a risk factor for cyberbullying victimization in girls and as a protective factor in boys. The results highlight the importance of considering mediating mechanisms involved in the perpetuation of cyberbullying victimization as well as the beneficial role played by cognitive flexibility in reducing the stability of cyberbullying victimization.