Terrestrial arthropods are diverse, and quantifying their availability to consumers is important for understanding both consumer and insect distribution, abundance, and communities. However, characterizing arthropod communities in complex forest ecosystems is challenging. We compared arthropod communities in a wet‐limestone forest in Jamaica during the dry season sampled by four methods: branch clips, sweep netting, and sticky traps applied to tree trunks and hanging free of vegetation. We found no effect of relative height in the canopy for the two methods that could be used at different heights, i.e., hanging sticky traps and branch clips. In addition, the arthropod community sampled changed over time (season) for sweep nets and branch clips. We also found that branch clips and sweep nets sampled more arthropod taxa than the two sticky‐trap methods. In addition, branch clips and sweep nets sampled more ants and spiders than the two sticky‐trap methods, whereas collar sticky traps on tree trunks sampled more bark lice (Psocoptera), and hanging sticky traps more flies (Diptera) than the other methods. Percentages of flying insects and strong‐flying insects sampled did not differ between sweep netting and branch clipping, but a higher percentage of both groups were captured with collar and hanging sticky traps. Because we found that the different methods sampled different subsets of the arthropod community, both taxonomically and in terms of aerial versus non‐aerial taxa, investigators should choose the arthropod sampling methods that most closely align with their focal species and study questions. For example, investigators might use collar traps for studies of bark gleaners, hanging sticky traps for aerial foragers, and branch clips or sweep nets for foliage gleaners. Alternatively, if a focal species is known to prefer certain prey items, investigators may instead select a method that effectively samples those prey taxa. Finally, for some studies, using multiple sampling methods may be the best option.