One of the challenges in the study of animal personalities is to select a suitable method to measure personality. Here, we reviewed the three common methods (traits rating, behavioral coding, and experimentation) used in animal personality measurement in wild animals. For each method, we summarized its experimental animals and conditions, advantages, and disadvantages in personality measurement. One method could be used to measure the personalities of different animal species, and different methods could be used to measure the personality of one animal species. Overall, traits rating was used to test the personalities of large animals (e.g., primates), behavioral coding was conducted both in large and small animals (e.g., primates, birds, rodents, and fishes), whereas experimentation was used in small animals (e.g., rodents, birds, amphibians, and insects). Although the methods of experimentation were originally designed for model animals (e.g., mice and rats), some of them were used to test the personalities of wild animals under indoor conditions, in which the experimental animals were transferred from the field to the laboratory. Unfortunately, few studies have estimated the applicability of these methods to wild animals. In the future, effective methods of personality measurement are needed for wild animals, especially the methods that can be used in the field.