Terrestrial arthropods are extremely important ecosystem components. The choice of best approaches to collect the wide range of terrestrial arthropods has been a topic of long-lasting debates. This article provides a brief overview of common sampling methods for terrestrial arthropod assemblages. We divide sampling methods into three main categories: passive sampling methods without any “activity density” bias, passive sampling methods with an “activity density” bias, and active sampling methods with inherent “activity density” and often further species-dependent biases, discussing their individual advantages and shortcomings as basis for biodiversity studies and pest control management. The selection of the optimal sampling methods depends strongly on the purpose of individual studies and the ecology and behavior of the arthropod groups targeted. A combination of different suitable methods is highly recommended in many cases.