Measurement invariance is the extent to which scales have the same meaning across groups, a condition that is necessary prior to conducting between-group comparisons. As stress and coping research increasingly examines the adjustment efforts of African Americans and Caucasians living with chronic health conditions, it is first necessary to assess the equivalence of existing stress and coping measures for both racial groups. This study examined the psychometric properties and measurement invariance of four measures used frequently in stress and coping research. African Americans (n = 204) and Caucasians (n = 83) completed pre- and post-intervention surveys as part of a randomized clinical trial that tested if telephone-administered psychotherapies could reduce depressive symptoms in persons living with HIV/AIDS. Participants completed the ways of coping checklist (WOCC), the coping self-efficacy scale (CSES), the provision of social relations scale (PSRS), and the geriatric depression scale (GDS). Several WOCC subscales initially evidenced poor internal consistency (when computed using summated composites) that improved when measurement models were applied. The 12-week test–retest reliabilities of PSRS total and subscale scores were notably lower in African Americans than Caucasians. Analyses of race-related measurement invariance showed acceptable invariance for the GDS and the CSES but less certain invariance for the WOCC and PSRS. Stress and coping researchers should examine carefully the psychometric properties of study measures within and between racial groups prior to conducting tests of between-group differences.