Measurement invariance (MI) is essential to bolstering validity arguments behind psychometric instruments (Zumbo, 2007). Nonetheless, very few second language (L2) anxiety scales, including the most widely used L2 anxiety questionnaire—the Foreign Language Classroom Anxiety Scale (FLCAS; Horwitz et al., 1986)—have been tested for MI. The present paper seeks to address this deficiency in the literature (a) by demonstrating why this procedure is key to enhancing our understanding of the latent phenomenon in question, particularly in relation to different language learning contexts, (b) by outlining the main stages of MI testing with specific recommendations for L2 scale developers and users, (c) by providing commendable examples of the application of MI in applied linguistics research in order to illustrate the potential of this technique, and (d) by making a case for employing MI in future validation studies, thereby promoting methodologically sound research practices in the context of anxiety scales and elsewhere in applied linguistics.