We prove two results on convex subsets of Euclidean spaces invariant under an orthogonal group action. First, we show that invariant spectrahedra admit an equivariant spectrahedral description, that is, can be described by an equivariant linear matrix inequality. Second, we show that the bijection induced by Kostant's Convexity Theorem between convex subsets invariant under a polar representation and convex subsets of a section invariant under the Weyl group preserves the classes of convex semialgebraic sets, spectrahedral shadows, and rigidly convex sets.