In linguistics, there is a dependence between the length of the sentence and the average length of the word: the longer the sentence, the shorter the words. The corresponding empirical formula is known as the Menzerath's Law. A similar dependence can be observed in many other application areas, e.g., in the analysis of genomes. The fact that the same dependence is observed in many different application domains seems to indicate there should be a general domain-independent explanation for this law. In this paper, we show that indeed, this law can be derived from natural invariance requirements.