When assessing depressive symptoms across ethnic populations it is important to ensure that items from a questionnaire are valued and interpreted similarly across groups. We aimed to examine measurement (in)variance of the Center for Epidemiological Studies Depression Scale (CES-D) among people of Dutch, Moroccan and Turkish origin in the Netherlands and to compare the level of depressive symptoms across these three groups. Data were used from the Longitudinal Aging Study Amsterdam, including 269 people from Turkish, 209 from Moroccan and 618 from Dutch origin (aged 55–65 years). A multi-group confirmatory factor analysis (MGCFA) was performed to test measurement invariance of the four-factor CES-D across the three cohorts. To compare scores across ethnic groups, we performed ANCOVA. The four subscales of the CES-D (depressed affect, positive affect, somatic symptoms, and interpersonal problems) appeared measurement invariant in people of Dutch, Moroccan and Turkish origin. Turkish and Moroccan participants reported more depressive symptoms on all four domains. The four subscales of the CES-D measure the same constructs in people of Dutch, Moroccan and Turkish origin. Higher levels of depressive symptoms in the migrants groups are therefore not due to measurement invariance, but point to increased mental health problems in these groups.