Within large-scale international studies, the utility of survey scores to yield meaningful comparative data hinges on the degree to which their item parameters demonstrate measurement invariance (MI) across compared groups (e.g., culture). To-date, methodological challenges have restricted the ability to test the measurement invariance of item parameters of these instruments in the presence of many groups (e.g., countries). This study compares multigroup confirmatory factor analysis (MGCFA) and alignment method to investigate the MI of the schoolwork-related anxiety survey across gender groups within the 35 Organisation for Economic Co-operation and Development (OECD) countries (gender × country) of the Programme for International Student Assessment 2015 study. Subsequently, the predictive validity of MGCFA and alignment-based factor scores for subsequent mathematics achievement are examined. Considerations related to invariance testing of noncognitive instruments with many groups are discussed.