Individualism and collectivism are some of the most widely applied concepts in cultural and cross-cultural research. They are commonly applied by scholars who use arithmetic means or sum indexes of items on a scale to examine the potential similarities and differences in samples from various countries. For many reasons, cross-cultural research implicates numerous methodological and statistical pitfalls. The aim of this article is to summarize some of those pitfalls, particularly the problem of measurement (non)invariance, which stems from the different understandings of questionnaire items or even different character of constructs between countries. This potential bias (i.e., systematic measurement error) is reduced by latent mean comparisons performed with Multigroup Confirmatory Factor Analysis and the Measurement Invariance procedure within a Structural Equation Modeling framework. These procedures have been neglected by many researchers in the field of cross-cultural psychology, however. In this article we compare “traditional” (comparison of arithmetic means) and “invariant” (latent means comparisons) approaches. Both approaches are demonstrated with data gathered on an Independent and Interdependent Self-Scale from 1386 participants across six countries (Slovenia, Croatia, Bosnia and Herzegovina, Serbia, Macedonia, and Albania). Our results revealed considerable differences between the “invariant” and “traditional” approach, especially in post-hoc analyses. Since “invariant” results can be considered less biased, this finding suggests that the currently prevalent method of comparing the arithmetic means of cross-cultural scales of individualism and collectivism can potentially cause systematically biased results. As we demonstrate, the evaluation of measurement invariance properties of scales used in cross-cultural research has the potential to improve the validity of cross-cultural comparisons of individualism and collectivism.