This study examined various psychometric properties of the items comprising the shame and guilt scales of the Test of Self-Conscious Affect–Adolescent. A total of 563 adolescents (321 females and 242 males) completed these scales, and also measures of depression and empathy. Confirmatory factor analysis provided support for an oblique two-factor model, with the originally proposed shame and guilt items comprising shame and guilt factors, respectively. Also, shame correlated with depression positively and had no relation with empathy. Guilt correlated with depression negatively and with empathy positively. Thus, there was support for the convergent and discriminant validity of the shame and guilt factors. Multiple-group confirmatory factor analysis comparing females and males, based on the chi-square difference test, supported full metric invariance, the intercept invariance of 26 of the 30 shame and guilt items, and higher latent mean scores among females for both shame and guilt. Comparisons based on the difference in root mean squared error of approximation values supported full measurement invariance and no gender difference for latent mean scores. The psychometric and practical implications of the findings are discussed.