Recent decades have brought growing interest in understanding and measuring psychological well-being. Although multiple measures of well-being exist, most were developed with Western populations. The current study tested the factor structure of a Chinese translation of the engagement, perseverance, optimism, connectedness and happiness (EPOCH) Measure of Adolescent Well-Being with 3,629 Chinese students (1,980 males, 1,649 females), and tested measurement invariance. The five-factor structure of the model was supported, and the model was invariant across age and gender. Combined with data from 2,041 American and 1,057 Australian adolescents, measurement invariance across cultures was supported for factor loadings but not intercepts or residuals. Results suggest that the factor structure is adequate across cultures, but the mean scores should not be directly compared. The findings support the EPOCH measure as an adequate scale, raise questions about different modeling decisions, and inform culturally sensitive approaches to comparing positive psychological variables across cultures.