Model specification issues on the cross-level two-way differential item functioning model were previously investigated by Patarapichayatham et al. (2009). Their study clarified that an incorrect model specification can easily lead to biased estimates of key parameters. The objective of this article is to provide further insights on the issue by specifically focusing on the impact of model selection strategies. Six model selection strategies were compared in this study. Through analyses of repeatedly simulated data, frequencies of each model being selected as the best model and parameter estimates were evaluated. As a result, it was found that the Bayesian information criterion (BIC) strategy tended to choose incomplete models more often than other strategies and led to more biased parameter estimates.