Measurement invariance of a one-factor model of effortful control (EC) was tested for 853 low-income preschoolers (M age = 4.48 years). Using a teacher-report questionnaire and seven behavioral measures, configural invariance (same factor structure across groups), metric invariance (same pattern of factor loadings across groups), and partial scalar invariance (mostly the same intercepts across groups) were established across ethnicity (European Americans, African Americans and Hispanics) and across sex. These results suggest that the latent construct of EC behaved in a similar way across ethnic groups and sex, and that comparisons of mean levels of EC are valid across sex and probably valid across ethnicity, especially when larger numbers of tasks are used. The findings also support the use of diverse behavioral measures as indicators of a single latent EC construct.