The illegal use of natural resources, manifested in activities like illegal logging, poaching, and illegal wildlife trade, poses a global threat to biodiversity. Addressing them will require an understanding of the magnitude of and factors influencing these activities. However, assessing such behaviors is challenging because of their illegal nature, making participants less willing to admit engaging in them. We compared how indirect (randomized response technique) and direct questioning techniques performed when assessing non‐sensitive (fish consumption, used as negative control) and sensitive (illegal consumption of wild animals) behaviors across an urban gradient (small towns, large towns, and the large city of Manaus) in the Brazilian Amazon. We conducted 1,366 surveys of randomly selected households to assess the magnitude of consumption of meat from wild animals (i.e., wild meat) and its socioeconomic drivers, which included years the head of household lived in urban areas, age of the head of household, household size, presence of children, and poverty. The indirect method revealed higher rates of wildlife consumption in larger towns than did the direct method. Results for small towns were similar between the two methods. The indirect method also revealed socioeconomic factors influencing wild meat consumption that were not detected with direct methods. For instance, the indirect method showed that wild meat consumption increased with age of the head of household, and decreased with poverty and years the head of household lived in urban areas. Simultaneously, when responding to direct questioning, households with characteristics associated with higher wild meat consumption, as estimated from indirect questioning, tended to underreport consumption to a larger degree than households with lower wild meat consumption. Results for fish consumption, used as negative control, were similar for both methods. Our findings suggest that people edit their answers to varying degrees when responding to direct questioning, potentially biasing conclusions, and indirect methods can improve researchers’ ability to identify patterns of illegal activities when the sensitivity of such activities varies across spatial (e.g., urban gradient) or social (e.g., as a function of age) contexts. This work is broadly applicable to other geographical regions and disciplines that deal with sensitive human behaviors.