Introduction. Quality of life could be quantified with the Menopause Rating Scale (MRS), which evaluates the severity of somatic, psychological, and urogenital symptoms in menopause. However, differential item functioning (DIF) analysis has not been applied previously. Objective. To establish the DIF of the psychological domain of the MRS in Colombian women. Methods. 4,009 women aged between 40 and 59 years, who participated in the CAVIMEC (Calidad de Vida en la Menopausia y Etnias Colombianas) project, were included. Average age was 49.0 ± 5.9 years. Women were classified in mestizo, Afro-Colombian, and indigenous. The results were presented as averages and standard deviation (X ± SD). A p value <0.001 was considered statistically significant. Results. In mestizo women, the highest X ± SD were obtained in physical and mental exhaustion (PME) (0.86 ± 0.93) and the lowest ones in anxiety (0.44 ± 0.79). In Afro-Colombian women, an average score of 0.99 ± 1.07 for PME and 0.63 ± 0.88 for anxiety was gotten. Indigenous women obtained an increased average score for PME (1.33 ± 0.93). The lowest score was evidenced in depressive mood (0.50 ± 0.81), which is different from other Colombian women (p < 0.001). Conclusions. The psychological items of the MRS show differential functioning according to the ethnic group, which may induce systematic error in the measurement of the construct.