Scholars have long documented the positive influence of students’ sense of belonging on their achievement and retention; however, the variation in students’ sense of belonging has been underexplored. This paper extends previous research examining the effects of student-level characteristics (e.g., student achievement, learning attitude, experience of being bullied) and school-level characteristics (e.g., location, emphasis on academic success, disciplinary climates) on students’ sense of belonging in five East Asian educational systems (Hong Kong, Japan, Korea, Singapore, and Taiwan). I analysed data from the 2015 Trends in International Mathematics and Science Study using two-level hierarchical linear models (42,201 students in 1,241 schools). The results show that variance in students’ sense of belonging was mainly at the school level and that predictors were differently associated with sense of belonging according to system. Despite the differences, students’ learning attitudes had the strongest association with students’ sense of belonging in all educational systems included in the study, followed by their experiences with bullying. These results suggest that fostering academic belonging could be vital to increasing students’ sense of belonging, in addition to addressing their socio-psychological formation.