There have been over 30 studies and two meta-analyses comparing social anxiety between Asian Americans and European Americans. However, few have investigated the invariance of social anxiety measures that would make these comparisons appropriate. In the current study, we systematically examined psychometric properties and configural, metric, and scalar invariance of five social anxiety measures and four short forms that have been used more than once to compare Asian Americans (n = 232) and European Americans (n = 193). We found that four (i.e., SPS-6, SIAS-6, SPS, and SPAI-18) of the nine scales were scalar invariant, three scales (i.e., SIAS, SPAI, and B-FNES) only achieved configural invariance, and two scales (i.e., FNES and SADS) failed to achieve configural invariance. Latent mean comparisons based on the scalar invariant measures revealed higher social anxiety scores for Asian Americans than European Americans. The findings are discussed with regard to the issues and challenges when comparing social anxiety among different cultural and ethnic groups.