The testing of measurement invariance (MI) across different cultural backgrounds for short screeners of mental health has been mostly neglected. Therefore, we examined MI in the most common mental health screeners worldwide used to assess the psychological indicators of health among migrants and refugees: the Short-Form-12 Health Survey (SF-12) for health-related quality of life and the Patient Health Questionnaire−4 (PHQ-4) for mental distress. Three different types of representative samples in the German Socio-Economic Panel were analyzed: host population n = 19,685; migrants n = 4,966; and refugees n = 4,123. All samples were tested for each mental health screener in 1 model using a multigroup confirmatory factor analysis. Scalar MI was tested (a) between men and women, (b) between groups stratified by migration status, (c) between survey languages, (d) between country of origin, (e) between sex and country of origin, and finally (f) between age groups. Overall, we were able to demonstrate scalar MI for all 5 models, except for SF-12 regarding age groups. Thus, scores ascertained with the PHQ-4 and SF-12 can be compared between conventional migrants, refugees, and the host population in Germany in a statistically meaningful way. Substantively, female refugees turned out to be the most vulnerable group in terms of mental health and health-related quality of life. The current study is the first to evaluate MI of mental health screeners using a large-scale representative sample including refugees, migrants, and the host population.