Objective The objective of this study was to examine the factor structures of the a priori alternative models of the 12-items General Health Questionnaire (GHQ-12), its psychometric characteristics and gender measurement invariance in a sample of non-clinical Nigerian adolescents (n=1326; Mage=15.16). Methods The sample consisted of 606 (45.7%) males, who completed the GHQ-12 in addition to the Hospital Anxiety and Depression Scale (HADS), the Rosenberg Self-Esteem Scale (RSES) and the Suicidal Behaviors Questionnaire-Revised (SBQ-R). We compared 21 models to identify which has the best fit indices applying confirmatory factor analysis. Gender measurement invariance was examined with nested multiple-group confirmatory factor analysis (MGCFA). Results The model that best captures psychological distress was a three-factor model that was initially described among the Australian general population (CFI=0.952, SRMR=0.0310, RMSEA=0.042) (90%CI=0.035–0.049). The internal consistencies (ω) of this model and its dimensions were modestly satisfactory. The criterion validity of this model was supported via significant correlations with the other study measures. MGCFA supported the configural, metric and scalar gender invariances of this model. Conclusion A three-factor GHQ-12 model (anhedonia/sleep disturbances; social performance and Loss of confidence) is useful as a psychological distress assessment tool among Nigerian adolescents.