The use of scales to measure constructs in populations or contexts other than that in which they were established is highly controversial. Despite this, the use of scales without reference to “local” psychometric data is still widespread. In this study we examined the factor structure of the short 21-item form of the Depression, Anxiety, and Stress Scales (DASS-21), when it was applied to adolescent samples recruited from high schools in Australia (N = 371), Chile (N = 448), China (N = 558), and Malaysia (N = 388). Multigroup confirmatory factor analyses revealed that the purported three-factor structure of the DASS-21 was supported in each location with structural invariance across locations. While convergent and divergent validity studies are required to support this finding, the DASS-21 appears to be suitable for use with adolescents in these locations.