The working alliance concerns the quality of collaboration between patient and therapist in psychotherapy. One of the most widely used scales for measuring the working alliance is the Working Alliance Inventory (WAI). For the patient-rated version, the short form developed by Hatcher and Gillaspy (WAI-SR) has shown the best psychometric properties. In two confirmatory factor analyses of the WAI-SR, approximate fit indices were within commonly accepted norms, but the likelihood ratio chi-square test showed significant ill-fit. The present study used Bayesian structural equations modeling with zero mean and small variance priors to test the factor structure of the WAI-SR in three different samples (one American and two Swedish; N = 235, 634, and 234). Results indicated that maximum likelihood confirmatory factor analysis showed poor model fit because of the assumption of exactly zero residual correlations. When residual correlations were estimated using small variance priors, model fit was excellent. A two-factor model had the best psychometric properties. Strong measurement invariance was shown between the two Swedish samples and weak factorial invariance between the Swedish and American samples. The most important limitation concerns the limited knowledge on when the assumption of residual correlations being small enough to be considered trivial is violated.