Species lists are sources of information for studies of both conservation and macroecology. It is, however, important to differentiate between relatively complete lists and extremely incomplete ones. The aim of this study was to evaluate how sampling effort typically used in inventories affects the number of bat species captured in areas of Atlantic Forest in southeastern Brazil. We also evaluated if the number of sampled sites, size of the sampled area, and sampling effort (net hours) affect species richness. We used previously reported data from studies in Rio de Janeiro, São Paulo, and Minas Gerais States, and our own data collected during 1989 and 2001. Nonlinear models fit well the data for Rio de Janeiro and Minas Gerais States and all states together, but not for São Paulo State. Genera richness showed a similar pattern to that of species richness. The model used to explain the relationship between species richness and size of the study area, number of sites, and sampling effort sampled was significant. The number of sites sampled explained a significant part of the variation observed; however, other variables contributed nothing to the model, suggesting that capturing beta diversity is the most important aspect of biodiversity surveys for bats, and that increasing net hours at a given location is much more inefficient than distributing net hours across locations. We suggest 1000 captures as the minimum necessary when sampling with mist nets to capture the majority of phyllostomid species for a given site (alpha diversity). In addition, we suggest that shifting the position of the mist nets between nights will increase the probability of capturing more species.