As part of universal screening efforts in schools, validated measures that identify internalizing distress are needed. One promising available measure, the Depression, Anxiety, and Stress Scales–21 (DASS–21), has yet to be thoroughly investigated with adolescents in the United States. This study investigated the underlying factor structure of the DASS–21 in a sample of U.S. adolescents (N = 2,454) by using confirmatory factor analytic techniques to test several alternate models. A bifactor model specifying general Negative Affectivity and three specific factors of Depression, Anxiety, and Stress yielded the best fit. Results from this study suggest that (a) the DASS–21 scales reflect a common factor, indicating that a total score of the DASS–21 can be derived as a measure of general negative affectivity, and (b) the DASS–21 may not adequately differentiate between the experiences of negative affectivity, anxiety, and stress in U.S. adolescents.