Background The Strength and Difficulties Questionnaire (SDQ) is a screening instrument for psychosocial problems in children and adolescents, which is applied in "individual" and "collective" settings. Assessment in the individual setting is confidential for clinical applications, such as preventive child healthcare, while assessment in the collective setting is anonymous and applied in (epidemiological) research. Due to administration differences between the settings it remains unclear whether results and conclusions actually can be used interchangeably. This study therefore aims to investigate whether the SDQ is invariant across settings. Methods Two independent samples were retrieved (mean age = 14.07 years), one from an individual setting (N = 6,594) and one from a collective setting (N = 4,613). The SDQ was administered in the second year of secondary school in both settings. Samples come from the same socio-geographic population in the Netherlands. Results Confirmatory factor analysis showed that the SDQ was measurement invariant/equivalent across settings and gender. On average, children in the individual setting scored lower on total difficulties (mean difference = 2.05) and the psychosocial problems subscales compared to those in the collective setting. This was also reflected in the cut-off points for caseness, defined by the 90th percentiles, which were lower in the individual setting. Using cutoff points from the collective in the individual setting therefore resulted in a small number of cases, 2 to 3%, while similar to 10% is expected. Conclusion The SDQ has the same connotation across the individual and collective setting. The observed structural differences regarding the mean scores, however, undermine the validity of the cross-use of absolute SDQ-scores between these settings. Applying cut-off scores from the collective setting in the individual setting could, therefore, result in invalid conclusions and potential misuse of the instrument. To correctly apply cut-off scores these should be retrieved from the applied setting.