In the field of conservation science, in situ non-invasive analytical techniques are widely used to investigate polychrome surfaces as frescoes, mural or easel paintings. Indeed, these techniques allow achieving information on materials composition and they often reduce the micro-sampling. In this work, in situ non-invasive techniques have been used to study a complex system, terracotta polychrome sculptures. The presence of the priming, the numerous painted layers and the ground layer spread on a porous material substrate are the main features of these sculptures; therefore, their study requires a scientific approach based on results obtained by different analytical techniques. In order to evaluate potentialities and limitations of the non-invasive approach to this complex case, the results of energy-dispersive X-ray fluorescence (EDXRF), spectrophotometry and optical microscopy have been compared with the data achieved by laboratory analytical investigation as optical and scanning electron microscopy, energy-dispersive X-ray microanalysis and Raman spectroscopy. In particular, XRF data collected on several polychrome terracotta are here re-examined on the basis of the results obtained by laboratory techniques. Even if, in some cases, portable XRF may induce to a wrong interpretation of the stratigraphy, it can be considered a suitable instrument for a preliminary diagnostic campaign of terracotta polychrome sculptures.