Generalist natural enemies play an important role in controlling soybean aphid, Aphis glycines (Hemiptera: Aphididae), in North America. Several sampling methods are used to monitor natural enemy populations in soybean, but there has been little work investigating their relative bias, precision, and efficiency. We compare five sampling methods: quadrats, whole-plant counts, sweep-netting, walking transects, and yellow sticky cards to determine the most practical methods for sampling the three most prominent species, which included Harmonia axyridis (Pallas), Coccinella septempunctata L. (Coleoptera: Coccinellidae), and Orius insidiosus (Say) (Hemiptera: Anthocoridae). We show an important time by sampling method interaction indicated by diverging community similarities within and between sampling methods as the growing season progressed. Similarly, correlations between sampling methods for the three most abundant species over multiple time periods indicated differences in relative bias between sampling methods and suggests that bias is not consistent throughout the growing season, particularly for sticky cards and whole-plant samples. Furthermore, we show that sticky cards produce strongly biased capture rates relative to the other four sampling methods. Precision and efficiency differed between sampling methods and sticky cards produced the most precise (but highly biased) results for adult natural enemies, while walking transects and whole-plant counts were the most efficient methods for detecting coccinellids and O. insidiosus, respectively. Based on bias, precision, and efficiency considerations, the most practical sampling methods for monitoring in soybean include walking transects for coccinellid detection and whole-plant counts for detection of small predators like O. insidiosus. Sweep-netting and quadrat samples are also useful for some applications, when efficiency is not paramount.