In the study, the authors examined the measurement (configural, factor loadings, thresholds, and error variances) and structural (factor variances, covariances, and mean scores) invariance of the Children's Depression Inventory (CDI; Kovacs, 1992) across ratings provided by clinic-referred children and adolescents with (N = 383) and without (N = 412) depressive disorders. Multiple-group confirmatory factor analysis of the Craighead, Smucker, Craighead, and Ilardi (1998) CDI model supported full measurement invariance and invariance for structural variances and covariances. Invariance for thresholds was also supported by multiple indicators multiple causes (MIMIC) procedures that controlled for the effects of age; sex; and the presence or absence of anxiety disorders, attention-deficit/hyperactivity disorder, and oppositional defiant/conduct disorders. The MIMIC analyses showed that for latent mean scores, the group with depressive disorders had higher scores, with at least medium effect sizes, for Self-Deprecation and Biological Dysregulation. The theoretical, psychometric, and clinical implications of the findings are discussed.