In Australia, one of the most frequently used measures for assessing social and emotional well-being (SEWB) of Aboriginal and/or Torres Strait Islander children is the Strengths and Difficulties Questionnaire (SDQ). Previous studies on state-level validations have indicated the problems associated with the original five-factor SDQ structure, especially in the dimension of Peer Problems. The aim of this study was to use a novel psychometric methodology, namely Exploratory Graph Analysis (EGA), to evaluate the dimensionality of caregiver-informant SDQ version 4–10 years at a national level in Australia. Data for this study were retrospectively collected from two independent longitudinal studies: the Longitudinal Study of Indigenous Children (LSIC) and South Australian Aboriginal Birth Cohort (SAABC). The caregiver-informed SDQ version 4–10 years was applied across several study waves, including more than 4,000 responses. To conduct EGA, Gaussian graphical models (GGMs) were estimated