The Penn State Worry Questionnaire (PSWQ) is the gold standard measure of the unspecific worry that characterizes generalized anxiety disorder. This study aims to explore the validity of the PSWQ in Colombia and its measurement invariance across gender and clinical and nonclinical participants. An abbreviated, 11-item version of the PSWQ by Sandín, Chorot, Valiente, and Lostao (2009) was used because the negatively worded items have shown to be problematic for Spanish speakers. Additionally, research has suggested that the negatively worded items of the PSWQ lack of practical utility. The PSWQ-11 was administered to a total of 1045 participants, including a sample of nonclinical participants (N = 710) and a sample of clinical participants (N = 335). The internal consistency of the PSWQ-11 across samples was excellent. The one-factor model showed an acceptable fit to the data. Metric and scalar invariance were observed across gender and clinical and nonclinical samples. In conclusion, the PSWQ-11 seems to be a valid measure of GAD-related worry in Colombia, whereas data on factorial equivalence data warrant the comparison of scores across gender and clinical and nonclinical samples.