Adequate measurement is an essential component of the assessment of mental health disorders and symptoms such as depression and anxiety. The present study investigated sex-specific differences in the Patient Health Questionnaire-9 and Generalized Anxiety Disorder-7. This comprehensive cross-sectional design study pursued four objectives: measurement invariance of PHQ-9 and GAD-7 between male and female; depression and anxiety prevalence differences; cross-sex differences in the relationship between depression and anxiety; and a comparison of symptom heterogeneity. A sample of 1966 students from South Africa (...) completed the PHQ-9 and the GAD-7. Data analyses for measurement invariance, latent class analysis, inter-variable correlations and group comparisons were conducted in Mplus. The two-dimensional PHQ-9 achieved scalar invariance, while the GAD-7 yielded metric invariance. The somatic and non-somatic latent dimensions of depression were compared and showed no significant difference between male and female groups. The positive relationship between depression and anxiety was also not significantly different between the two groups. While the PHQ-9 symptoms formed three classes in the male group, and four classes in the female group, the GAD-7 had the same number of classes and a similar pattern between the two groups. These findings hold implications for the measurement, assessment and understanding of symptom manifestation and distribution, as well as the treatment of depression and anxiety in South Africa. (shrink)