Small mammals are widely studied in Brazil with well-established techniques. However, arboreal species are the least known. Yet, it is common to find studies only committed to capturing terrestrial species. Baits can influence the detection power of studies but, unlike traps, they are not usually assessed for efficiency. We compiled small mammal studies developed in Brazil from 1965 to 2011 (N=113), and we found 25 food items used as bait. Arboreal small mammals are mostly known from studies in the Atlantic Forest, and mostly use banana and peanut butter (ca. 75%) as bait. Only fifteen studies (13.2%) set traps in trees, and mostly used banana and peanut butter as baits. From April to June 2010, we investigated the efficiency of four food items (banana, fresh meat, mixed bait [pasta], and pineapple) to attract small arboreal mammals. We used Sherman traps in the understory and canopy, and Tomahawk traps in the canopy, on platforms suspended in tree branches, totaling 2,880 trap*nights. All traps and sampling stations received each bait for five consecutive nights of sampling, distributed into four campaigns, totaling 20 days of study. We recorded 10 small mammal species (5 arboreal and 5 scansorial), in 158 captures (capture success; CS=5.5%). Arboreal species were mostly attracted by banana bait, (CS=10.1%), it has captured more individuals (N=45; 77.6%), more times (N=73; 46%), ca. 30% more than the pasta, the second most efficient bait (N=49). Fresh meat bait was the least efficient (N=7), and pineapple bait obtained intermediate success (N=28). Sherman traps were 50% more efficient than Tomahawks. We recommend that every small mammal study perform a bait test structured by forest strata to maximize trapping success. If not possible, our results support that the best results for arboreal species can be achieved exclusively using Sherman traps baited with banana.