Objectives The UK 's Improving Access to Psychological Therapies ( IAPT ) programme uses the Patient Health Questionnaire Depression Scale ( PHQ ‐9; Kroenke, Spitzer, & Williams, , J. Gen. Intern. Med ., 16, 606) and Generalized Anxiety Disorder Scale ( GAD ‐7; Spitzer et al ., , Arch. Intern. Med ., 166, 1092) to assess patients' symptoms of depression and anxiety respectively. Data are typically collected via telephone or face‐to‐face; however, no study has statistically investigated whether the questionnaires' items operate equivalently across these modes of data collection. This study aimed to address this omission. Methods & Results Questionnaire data from patients registered with an IAPT service in London ( N  =   23,672) were examined. Confirmatory factor analyses suggested that unidimensional factor structures adequately matched observed face‐to‐face and telephone data for the PHQ ‐9 and GAD ‐7. Invariance analyses revealed that while the PHQ ‐9 had equivalent factor loadings and latent means across data collection methods, the GAD ‐7 had equivalent factor loadings but unequal latent means. In support of the scales' convergent validity, positive associations between scores on the PHQ ‐9 and GAD ‐7 emerged. Conclusions With the exception of the GAD ‐7's latent means, the questionnaires' factor loadings and latent means were equivalent. This suggests that clinicians may meaningfully compare PHQ ‐9 data collected face‐to‐face and by telephone; however, such comparisons with the GAD ‐7 should be done with caution. Practitioner points The PHQ‐9 and GAD‐7's factor loadings were equivalent across data collection methods. Only the PHQ‐9's latent means were equivalent across data collection methods. Clinicians may be confident collecting PHQ‐9 data by telephone and face‐to‐face and, then, comparing such data. Caution is recommended when determining clinical effectiveness using telephone and face‐to‐face GAD‐7 data. More psychometric research is warranted.