In physical education and exercise science, it is common to examine mean differences between groups or to assess change across time. However, before group differences or change can be confidently examined, measurement invariance can be tested. Measurement invariance tests the equivalence of a construct across groups or across time. If measurement invariance is supported, then differences in latent means can more confidently be attributed to individuals' different standings on a construct. Though an important first step to confidently examine group differences and change across time, this technique is sometimes not used in the field. Thus, the purpose of this manuscript was to provide a didactic review and illustration of measurement invariance within the field. We review a methodological approach to measurement invariance, the sequential steps used in this approach, assessing model-data fit, and testing partial invariance. We provide an illustration of the technique and conclude with practical considerations.