The aim of this study was to examine the factor structure of the Strengths and Difficulties Questionnaire (SDQ) using a Structural Confirmatory Factor Analytic approach. The Danish translation of the SDQ was distributed to 71,840 parents and teachers of 5-7 and 10-12-year-old boys and girls from four large scale cohorts. Three theoretical models were examined: 1. a model with five first order factors (i.e., hyperactivity/inattention, conduct, emotional, peer problems and prosocial), 2. a model adding two internalising and externalising second order factors to model 1, and 3. a model adding a total difficulties second order factor to model 1. Model fits were evaluated, multi-group analyses were carried out and average variance extracted (AVE) and composite reliability (CR) estimates were examined. In this general population sample, low risk sample models 1 and 2 showed similar good overall fits. Best model fits were found when two positively worded items were allowed to cross load with the prosocial scale, and cross loadings were allowed for among three sets of indicators. The analyses also revealed that model fits were slightly better for teachers than for parents and better for older children than for younger children. No convincing differences were found between boys and girls. Factor loadings were acceptable for all groups, especially for older children rated by teachers. Some emotional, peer, conduct and prosocial subscale problems were revealed for younger children rated by parents. The analyses revealed more internal consistency for older children rated by teachers than for younger children rated by parents. It is recommended that model 1 comprising five first order factors, or alternatively model 2 with additionally two internalising/externalising second order factors, should be used when employing the SDQ in low risk epidemiological samples.