Despite the increasing popularity of mixed-mode approaches to data collection, studies examining measurement equivalence across different survey modes in representative samples of the general population, particularly focusing on measures of socially sensitive psychological constructs, are sparse. In this study, we used data from a large representative sample of the Slovenian population (N = 9,900) collected as part of the third wave of the European Health Interview Survey (EHIS) to examine mode-inherent effects (i.e., measurement effects that cannot be neutralized by clever survey design) of the traditional interviewer-mediated face-to-face mode and the increasingly popular self-administered web mode on three measures of psychological functioning, namely the Patient Health Questionnaire Depression Scale (PHQ-8), the Satisfaction with Life Scale (SWLS), and the Mental Health Continuum – Short Form (MHC-SF). After controlling for self-selection propensities, our results showed strict measurement invariance for all three scales across the two survey modes, but statistically significant and notable differences in latent means, suggesting that individuals who respond face-to-face systematically report better psychological functioning than individuals who respond over the web. These results suggest significant mode inherent effects that cannot be attributed to measurement non-invariance of the scales between face-to-face and web survey modes, but most likely to social desirability bias in responses achieved in the presence of an interviewer. Administration mode effects must be considered when interpreting and comparing results obtained through different survey modes, particularly interviewer-mediated versus self-administered modes, especially when using measures of culturally desirable traits and behaviors, such as mental health and well-being.