The self-report Strengths and Difficulties Questionnaire (SDQ) is widely used globally; hence, the validity of the intergroup comparisons is essential. This study examined the structure of the self-report SDQ in a large multinational adolescent sample, tested its measurement invariance across genders and countries, and compared youth mental health in 12 European and Asian countries. This study is part of the Eurasian Child Mental Health Study (EACMHS), a cross-cultural research study of child and adolescent well-being and mental health in 12 Asian and European countries. The sample (N= 26,306) came from a cross-sectional school-based survey of adolescents. Confirmatory factor analysis was used to assess a common measurement model for the self-report SDQ and the measurement invariance of the model across gender and country. Fit indices in the total sample, in each gender, and in each of the 12 countries separately supported the use of the first-order 3-factor model (without the reverse-coded items) as a common measurement model for the self-report SDQ. Measurement invariance analyses provided good support for configural, metric, and scalar invariance across gender; however, metric invariance across countries was not supported. There were significant gender main effects for all SDQ subscales except for hyperactivity/inattention. Culture had significant main effects and moderated the magnitude of gender differences in all subscales. The present findings support the use of the correlated 3-factor model comprising the positive dimension of prosocial behavior and 2 broad groupings of internalizing and externalizing problems, without the reverse-coded problem items, as a common measurement model for the self-report SDQ internationally.