For a Malaysian sample, the current study used exploratory factor analysis (EFA) to determine the best model for parent ratings of the Strengths and Difficulties Questionnaire (SDQ), and then multiple-group confirmatory factor analysis (MCFA) to confirm this model, and to examine measurement invariance across different language versions (Malay and English), child's gender (boys and girls), informants (mothers and fathers), and racial groups (Malay, Chinese, and Indians). In all 1,407 Malaysian parents completed SDQ ratings of their children (age ranging from 5 to 13 years). The EFA showed most support for a two-factor model oblique model, with factors for a positive construal factor and a psychopathology factor. CFA confirmed this model, and MCFA showed full measurement invariance (configural, metric. and scalar) across the groups in the different comparisons. For all comparisons, there were equivalencies for latent mean scores. The implications of the findings for clinical and research practice involving the SDQ in Malaysia are discussed.