Research suggests there are differences in internalizing and externalizing symptoms in children across age, race, sex, and socio-economic status (SES). Boys, Black children, and children experiencing lower SES have been rated as having more externalizing problems. Girls and older children have been identified as having higher internalizing symptoms. The validity of these findings rests on the assumption that the measures “mean the same thing” across groups and developmental time (i.e., Measurement Invariance; MI). Without assuring MI, results may represent differences in measurement and not true differences in the latent construct. A widely used tool to measure internalizing and externalizing symptoms is the Strengths and Difficulties Questionnaire (SDQ). Papers have evaluated MI of the SDQ in school-aged children and generally found MI across age, race, sex, and SES. However, no publications to our knowledge have examined MI across diverse groups of very young children. Data from the Family Life Project were used to evaluate MI of the SDQ across child age (35 to 90 months), race, sex, and SES. Using moderated non-linear factor analysis (MNLFA), multiple SDQ items demonstrated measurement non-invariance as a function of child demographic variables. Results suggest that it is important to test and adjust for non-invariance with the SDQ in young and diverse populations. An MNLFA approach improves our ability to validly measure and compare symptoms of psychopathology across early childhood in diverse populations. This could have implications for our understanding of rates of mental health challenges and treatment in early childhood. (author abstract)