The Four-Dimensional Symptom Questionnaire (4DSQ) is a self-report instrument measuring distress, depression, anxiety and somatization. The questionnaire has been developed and validated in adult samples. It is unknown whether adolescents and emerging adults respond to the 4DSQ items in the same way as adults do. The objective of the study was to examine measurement equivalence of the 4DSQ across adolescents, emerging adults and adults. 4DSQ data were collected in a primary care psychotherapy practice (N = 1349). Measurement equivalence was assessed using differential item and test functioning (DIF and DTF) analysis in an item response theory framework. DIF was compared across the following groups: adolescents (age 10–17), emerging adults (age 18–25), and adults (age 26–40). DIF was found in 9 items (out of 50) across adolescents and adults, and in 4 items across emerging adults and adults. The item with the largest DIF was ‘difficulty getting to sleep’, which was less severe for adolescents compared to adults. A likely explanation is that adolescents have a high base rate for problems with sleep initiation. The effect of DIF on the scale scores (DTF) was negligible. Adolescents and emerging adults score some 4DSQ items differently compared to adults but this had practically no effect on 4DSQ scale scores. 4DSQ scale scores from adolescents and emerging adults can be interpreted in the same way as 4DSQ scores from adults.