Depression is a highly heterogeneous condition, and identifying how symptoms present in various groups may greatly increase our understanding of its etiology. Importantly, Major Depressive Disorder is strongly linked with Substance Use Disorders, which may ameliorate or exacerbate specific depression symptoms. It is therefore quite plausible that depression may present with different symptom profiles depending on an individual's substance use status. Given these observations, it is important to examine the underlying construct of depression in groups of substance users compared to non-users. In this study we use a non-clinical sample to examine the measurement structure of the Beck Depression Inventory (BDI-II) in non-users and frequent-users of various substances. Specifically, measurement invariance was examined across those who do vs. do not use alcohol, nicotine, and cannabis. Results indicate strict factorial invariance across non-users and frequent-users of alcohol and cannabis, and metric invariance across non-users and frequent-users of nicotine. This implies that the factor structure of the BDI-II is similar across all substance use groups.