Bullying in workplaces is a problem thought to harm individual productivity. This paper investigates whether being exposed to bullying in the workplace increases long-term sickness absence. We analyze employees from a selection of workplaces from The Bullying Cohort Study conducted in Denmark in 2006. The Negative Acts Questionnaire-Revised was used to avoid bias related to self-labeling as being bullied. We account for important confounders, such as historical information on sickness absence and mental health, obtained through rich registry data. Our results show that gender does not significantly explain exposure to bullying and that exposure to bullying is associated with negative immediate self-reported health for both genders. We also find, however, that only bullied females have higher, persistent increases in long-term sickness absence and adverse long-term health. This suggests that men and women have different coping strategies. We investigate plausible explanations for this and find that the differences cannot be explained by, for example, turnover or lack of employment. Although insignificant, our results nonetheless indicate that men are twice as likely to leave the labor force immediately after exposure to bullying.