This study evaluated cross-cultural measurement invariance for the General Self-efficacy Scale (GSES) in a large Brazilian (N = 2.394) and representative German (N = 2.046) and Colombian (N = 1.500) samples. Initially, multiple-indicators multiple-causes (MIMIC) analyses showed that sex and age were biasing items responses on the total sample (2 and 10 items, respectively). After controlling for these two covariates, a multigroup confirmatory factor analysis (MGCFA) was employed. Configural invariance was attested. However, metric invariance was not supported for five items, in a total of 10, and scalar invariance was not supported for all items. We also evaluated the differences between the latent scores estimated by two models: MIMIC and MGCFA unconstraining the non-equivalent parameters across countries. The average difference was equal to |.07| on the estimation of the latent scores, and 22.8% of the scores were biased in at least .10 standardized points. Bias effects were above the mean for the German group, which the average difference was equal to |.09|, and 33.7% of the scores were biased in at least .10. In synthesis, the GSES did not provide evidence of measurement invariance to be employed in this cross-cultural study. More than that, our results showed that even when controlling for sex and age effects, the absence of control on items parameters in the MGCFA analyses across countries would implicate in bias of the latent scores estimation, with a higher effect for the German population.