Abstract: This study examined whether the 20-item Posttraumatic Stress Disorder Checklist (PCL-5), eight-item Patient Health Questionnaire (PHQ-8), and seven-item Generalized Anxiety Disorder Scale (GAD-7) exhibited factorial invariance across sexual orientation identity (heterosexual vs. sexual minority) and gender identity (cisgender men vs. cisgender women vs. transgender/gender diverse) in veterans. Data from a cohort study of veterans (N = 1,062; 20.9% transgender and gender diverse; 66.3%–66.7% sexual minority) were used to conduct multigroup confirmatory factor analysis. Findings indicated that levels of factorial invariance were met for all measures, but partial residual invariance was required for the PHQ-8 and GAD-7. Thus, these instruments are appropriate for routine clinical assessment among veterans and in research with questions that can be answered with scale-level information, but item-level research questions involving the PHQ-8 and GAD-7 (e.g., daily diary studies) require caution when the studies involve sexually and gender diverse veterans.