J. F. Cari~nena, M.A. del Olmo, P. Wintenitz On the Relation between Weak and Strong Invariance of Differential Equations (35K, AMSTeX) ABSTRACT. Some concepts of Lie algebra cohomology are used to systematize the search for differential equations invariant under a given Lie group $G$. In particular it is shown that if a \lq\lq strongly invariant'' equation exists, then all \lq\lq weakly invariant'' equations differ from it only by an arbitrary multiplicative factor. If no \lq\lq strongly invariant'' equation exists, then cohomology theory can be used to simplify the search for \lq\lq weakly invariant'' equations.