A state of loneliness describes an individual’s perception of having dissatisfying social connections to others. Though it is notable across the life span, it may have particularly deleterious effects in childhood and adolescence, leading to increased risk of emotional impairment. The current study evaluates a widely used test of loneliness, the Loneliness Questionnaire, for measurement invariance across ethnic groups in a large, representative sample of youth in the 2nd to 12th grades (N = 12,344; 41% African American) in Mississippi. Analyses were conducted using multigroup confirmatory factor analysis following a published, sequential method to examine invariance in form, factor loadings, and item intercepts. Overall, our results indicated that the instrument was invariant across ethnicities, suggesting that youth with equivalent manifest scores can be discerned as having comparable levels of latent loneliness. The loneliness scores also corresponded significantly with depression and anxiety scores for most subsamples, with one exception. These findings are discussed in the context of previous results comparing levels of loneliness across ethnicities. Additionally, the broader context of the need to expand invariance studies in instrumentation work is highlighted.