The overall aim of this study was to examine the different self-reported students’ socioeconomic status (SES) measures in the Trends in Mathematics and Science Study (TIMSS) in comparison to national SES measures obtained from Swedish official registers. A further aim was to determine if the same conclusions could be drawn if different student measures were used to define SES when modelling the students’ TIMSS mathematics achievement. The overall results showed that the choice of SES measures matters. The home educational resource index and books at home from the TIMSS data base were good indicators of SES. We conclude that when one has access to SES information from official registers it is recommended to use it because these measures have less missing information compared with the TIMSS variables.