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The cross-ethnic measurement equivalence of the Center for Epidemiologic Studies Depression Scale (CES-D; L. S. Radloff, 1977) was examined using a subsample of adolescents (N = 10,691) from the National Longitudinal Study of Adolescent Health, Configural and metric invariance, as well as functional and scalar equivalence, were examined for Anglo American, Mexican American, Cuban American, and Puerto Rican American youths age 12-18 years. Confirmatory factor analysis (CFA) in each group provided evidence of configural invariance for European and Mexican American adolescents but not for Cuban and Puerto Rican youths. A 2-group CFA for Anglo and Mexican Americans demonstrated partial metric invariance for these groups. Multigroup structural equation modeling indicated similar relations between CES-D scores and self-esteem for all 4 groups, supporting cross-ethnic functional and scalar equivalence. The results have implications for using the CES-D in cross-ethnic research and, more broadly, for the assessment and treatment of depression in Latinos.