Diverse methods have been used to sample insect semiochemicals. Sampling methods can differ in efficiency and affinity and this can introduce significant biases when interpreting biological patterns. We compare common methods used to sample tephritid fruit fly rectal gland volatiles ('pheromones'), focusing on Queensland fruit fly, Bactrocera tryoni. Solvents of different polarity, n-hexane, dichloromethane and ethanol, were compared using intact and crushed glands. Polydimethylsiloxane, polydimethylsiloxane/divinylbenzene and polyacrylate were compared as adsorbents for solid phase microextraction. Tenax-GR and Porapak Q were compared as adsorbents for dynamic headspace sampling. Along with compounds previously reported for B. tryoni, we detected five previously unreported compounds in males, and three in females. Dichloromethane extracted more amides while there was no significant difference between the three solvents in extraction of spiroacetals except for (E,E)-2,8-dimethyl-1,7-dioxaspiro[5.5]undecane for which n-hexane extracted higher amount than both dichloromethane and ethanol. Ethanol failed to contain many of the more volatile compounds. Crushed rectal gland samples provided higher concentrations of extracted compounds than intact rectal gland samples, but no compounds were missed in intact samples. Of solid phase microextraction fibers, polyacrylate had low affinity for spiroacetals, ethyl isobutyrate and ethyl-2-methylbutanoate. Polydimethylsiloxane was more efficient for spiroacetals while type of fiber did not affect the amounts of amides and esters. In dynamic headspace sampling, Porapak was more efficient for ethyl isobutyrate and spiroacetals, while Tenax was more efficient for other esters and amides, and sampling time was a critical factor. Biases that can be introduced by sampling methods are important considerations when collecting and interpreting insect semiochemical profiles.