In recent years, research on the important value of generalized trust has been expanded to include immigrants as a group, but it may be questioned whether the frequently employed generalized trust construct is a valid cross-group measure of this phenomenon for natives and non-Western immigrants in Western societies. Building on a Danish survey of two generations of natives and immigrants, this paper assesses the cross-group validity of the generalized trust measure by testing the measurement invariance and examining the construct validity of this construct. Both tests quite clearly document that the generalized trust construct in fact refers to the same phenomenon for both natives and immigrants and thus can be safely used when comparing levels, causes and consequences of trust for the two groups.