Objectives: The Patient Health Questionnaire-4 (PHQ-4) is a short screening instrument to measure depressive and anxious symptoms. This study evaluated the psychometric properties of the online version of the PHQ-4 in a large sample of the general population in Colombia. Methods: Data were collected during the first phase of mobility restrictions occasioned by the COVID-19 pandemic. A total of 18’061 adult participants completed the online version of the PHQ-4. The characteristics of the items and subscales were explored. Dimensionality was examined using confirmatory factor analysis (CFA), including an examination of factor invariance across gender and age. Reliability indices were computed and known-groups validity was addressed by estimating associations between PHQ-4 scores and socio-demographic characteristics. Results: The CFA showed high fit indices for the expected two-factor structure, being invariant across gender and age. Internal consistency was satisfactory for PHQ-2 (α = .83), GAD-2 (α = .79), and PHQ-4 (α = .86). We observed higher scores on depression (PHQ-2), anxiety (GAD-2), and distress (PHQ-4) in women and young people, and those respondents with lower income, unemployed, and lower level of education. Conclusion: The findings indicate that the PHQ-4 is a reliable and valid screen for depression and anxiety among Colombian people, being recommendable this tool for online surveys.