More knowledge is needed about the characteristics of mental health problems among deaf or hard of hearing (D/HH) children. This study investigates the factor structure of one of the most widely used screening tools, the Strengths and Difficulties Questionnaire (SDQ), and the prevalence of mental health problems among D/HH children. Our data were derived from two independent samples of D/HH children, one from 2007 of children (N = 334) in bilingual/bicultural educational programs and another from 2014 of children (N = 233) in mostly mainstream oral educational programs with cochlear implants. Teacher-SDQs were collected for the 2007 sample and parent-SDQs for the 2014 sample. The factor structure of the SDQ was examined from both Exploratory Factor Analytic (EFA) and Confirmatory Factor Analytic (CFA) perspectives and internal consistency was examined. Mean problem scores were presented. The five-factor structure of the SDQ was overall found for both the 2007 and the 2014 samples using EFA. However, problems with the Conduct scale and the reversed items loading onto the Prosocial scale were observed. The five-factor model was superior to a one- and a two-factor model from a CFA perspective in both samples. Better internal consistency was observed for the 2007 sample rated by teachers. Both samples showed higher mean scores on all SDQ problem subscales compared to a cohort of Danish children without hearing loss. The five-factor structure of the SDQ is recommended to be used among D/HH children.