R. Goodman's Strength and Difficulties Questionnaire (SDQ) is widely used to measure emotional and behavioral difficulties in childhood and adolescence. In the present study, we examined whether the SDQ measures the same construct across time, when used for longitudinal research. A nationally representative sample of parents (N = 3,375) provided data on their children at ages 4, 5, and 6 years. Using confirmatory factor analysis (CFA) for ordinal data, two competing models (three-factor model vs. five-factor model) were tested to establish equivalence across time. Results showed that the five-factor model had a superior fit to the data compared with the alternative three-factor model which only achieved an adequate fit at a configural level. Strong longitudinal factorial invariance was established for the five-factor parent version of the SDQ. Our findings support the use of the SDQ in longitudinal studies and provide the important psychometric information required for basing educational, clinical, and policy decisions on outcomes of the SDQ.