Knowing the distribution of expanding carnivore species is paramount for identifying and addressing potential human–wildlife conflicts. Occupancy models are useful tools to estimate the distribution and the probability of detection of wildlife species. In this study, we used these models with an empirical dataset to compare different survey methods and their combinations in order to optimize the estimated distribution in central Iberian Peninsula of the Egyptian mongoose (Herpestes ichneumon), the only Herpestidae species occurring in Europe. In particular, we aimed to identify the most cost‐effective (most accurate, with the lowest bias and cost) method or combination of methods. Sign surveys along transects on foot, hair‐traps (baited and unbaited) and camera‐traps were used as detection methods. We replicated these methods in 10 sampling units within four study zones in which the species was known to occur. We employed occupancy models to estimate the detection probability for each method in each zone, using covariates exclusively for detection probability, and made combinations of all methods. Camera‐trapping was the most precise and least biased single method, followed by transects on foot. In contrast, both baited and unbaited hair‐traps produced biased estimates of occupancy. However, camera‐traps was the most costly method, whereas single unbaited hair‐traps had the lowest cost. Our results demonstrate that the combination of several methods provides more precise and unbiased estimates of occupancy than those obtained from single methods. Even so, a biased method could contribute to improve the estimates if combined with other unbiased and precise methods. We recommend considering not only the precision and bias, but also the cost and effort required by each method to achieve the most cost‐effective results in distribution studies of carnivore species.