In social species, network centralities of group members shape social transmission and other social phenomena. Different factors have been found to influence the measurement of social networks, such as data collection and observation methods. In this study, we collected data on adults and juveniles and examined the effect of data collection method (ad libitum sampling vs. focal animal sampling) and observation method (interaction-grooming; play-vs. association-arm-length; 2 m; 5 m proximities-) on social networks in wild vervet monkeys. First, we showed using a bootstrapping method, that uncertainty of ad libitum grooming and play matrices were lesser than uncertainty of focal matrices. Nevertheless, grooming and play networks constructed from ad libitum and focal animal sampling were very similar and highly correlated. We improved the certainty of both grooming and play networks by pooling focal and ad libitum matrices. Second, we reported a high correlation between the proximity arm-length network and the focal grooming one making an arm-length proximity network a reasonable proxy for a grooming one in vervet monkeys. However, we did not find such a correlation between proximity networks and the play one. Studying the effects of methodological issues as data collection and observation methods can help improve understanding of what shapes social networks and which data collection method to choose to study sociality.