Clinical psychologists often use the Beck Depression Inventory, 2nd edition (BDI-II), and Beck Anxiety Inventory (BAI) to aid in the diagnosis of mental health issues and verify the effectiveness of treatments. Despite this common practice, studies that implement a cross-cultural design to check psychometric properties and the invariance of these scales are still scarce in the literature, which can lead to biased results that prevent comparisons among different groups. The present study investigated the internal structure of both tools and their level of invariance. From a representative sample of undergraduate students from Spain (n= 1216), Portugal (n= 426), and Brazil (n= 315), Confirmatory Factor Analysis and Multigroup Confirmatory Factor Analysis were performed. The results revealed suitable fit indices for the two-factor structure of the BDI-II and BAI, assessed by Confirmatory Factor Analysis procedures. Additionally, the two-factor model of the BDI-II reached invariant properties at three levels, whereas the structural model of the BAI did not. Altogether, these results suggest using the BDI-II in this group in these three countries and imply that BAI scores should be interpreted cautiously.