0304 GMT November 22, 2019
Around 7,000 children aged 12 were asked if they had experienced a sibling saying hurtful things, hitting, ignoring or lying about them.
The children were followed up at 18 and asked about their mental health, nationalheadlines.co.uk wrote.
A charity said parents should deal with sibling rivalry before it escalates.
Previous research has suggested that victims of peer bullying can be more susceptible to depression, anxiety and self-harm.
This study claims to be the first to examine bullying by brothers or sisters during childhood for the same psychiatric problems in early adulthood.
Researchers from the universities of Oxford, Warwick and Bristol and University College London sent questionnaires to thousands of families with 12-year-old children in 2003-04 and went back to them six years later to assess their mental health.
If they had siblings they were asked about bullying by brothers and sisters. The questionnaire said: "This means when a brother or sister tries to upset you by saying nasty and hurtful things, or completely ignores you from their group of friends, hits, kicks, pushes or shoves you around, tells lies or makes up false rumors about you."
'Twice as likely'
Most children said they had not experienced bullying. Of these, at 18, 6.4 percent had depression scores in the clinically significant range, 9.3 percent experienced anxiety and 7.6 percent had self-harmed in the previous year.
The 786 children who said they had been bullied by a sibling several times a week were found to be twice as likely to have depression, self-harm and anxiety as the other children.
In this group, depression was reported by 12.3 percent, self-harm by 14 percent, and 16 percent of them reported anxiety.
Girls were slightly more likely to be victims of sibling bullying than boys, particularly in families where there were three or more children.
Older brothers were often found to be responsible.
On average, victims said that sibling bullying had started at the age of eight, the study said.