It is often important to minimise the time participants in social science studies spend on completing questionnaire-based measures, reducing response burden, and increasing data quality. Here, we investigated the performance of the short versions of some widely used depression, anxiety, and psychological distress scales and compared them to the performance of longer versions of these scales (PHQ-2 vs PHQ-9, GAD-2 vs GAD-7, Malaise-3 vs Malaise-9, K6 vs K10). Across a sample of UK adults (N = 987, ages 18–86), we tested the existing factor structure and accuracy of the scales through confirmatory factor analyses and exploration of the total information functions, observing adequate model fit indices across the measures. Measurement invariance was tested across birth sex and age groups to explore whether any differences in measurement properties or measurement bias may exist, finding support for the invariance of most measures. We conducted bivariate correlations across the measures as a way of obtaining evidence of the equivalence in the rank-ordering of short vs long scales. The results followed a similar pattern across the young adult subsample (N = 375, ages 18–39) as in the overall sample. Overall, these results indicate that the short forms of the tested scales may perform similarly to the full versions. Where brevity is important, researchers may opt to use the shorter versions of the scales based on these data.