This article investigates the role of different approaches and interpolation methods in gridding terrestrial gravity anomalies. In this regard, first of all, simple and complete Bouguer anomalies are considered in gravity data gridding. In the comparison results of gridding these two Bouguer anomaly datasets, the effect of the high-frequency contribution of topographic gravitation (by means of the terrain correction) is clarified. After that, the role of the used interpolation algorithm on the resulting grid of mean gravity anomalies and hence on the geoid modeling accuracy is inspected. For this purpose, four different interpolation methods including geostatistical Kriging, nearest neighbor, inverse distance to a power (IDP), and artificial neural networks (ANNs) are applied. Here, the IDP and nearest neighbor methods represent simple-structured algorithms among the interpolation methods tested in this study. The ANN method, on the other hand, is preferred as a complex, optimization-based soft computing method that has been applied in recent years. In addition, the geostatistical Kriging method is one of the conventional methods that is mostly applied for gridding gravity data in geodesy and geophysics. The calculated gravity anomalies in grids are employed in high-resolution geoid model computations using the least squares modifications of Stokes formula with additive corrections (LSMSA) technique. The investigations are carried out using the test datasets of Auvergne, France that are provided by the International Service for the Geoid for scientific research. It is concluded that the interpolation algorithms affect the gravity gridding results and hence the geoid model determination. The ANN method does not provide superior results compared to the conventional algorithms in gravity gridding. The geoid model with 4.1 cm accuracy is computed in the test area.