Entomological surveillance of lymphatic filariasis and malaria infections play an important role in the decision-making of national programs to control, or eliminate these both diseases. In areas where both diseases prevalence is low, a large number of mosquitoes need to be sampled to determine vectors infection rate. To do this, efficient mosquito collection methods must be used. This study is part in this framework, to assess appropriate mosquito collection methods for lymphatic filariasis xenomonitoring in a coexistence context with malaria in Burkina Faso. Mosquito collections were performed between August and September 2018 in four villages (Koulpissi, Seiga, and Péribgan, Saptan), distributed in East and South-West health regions of Burkina Faso. Different collection methods were used: Human Landing Catches (HLC) executed indoor and outdoor, Window Exit-Trap, Double Net Trap (DNT) and Pyrethrum Spray Catches (PSC). Molecular analyses were performed to identify Anopheles gambiae s.l. sibling species and to detect Wuchereria bancrofti and Plasmodium falciparum infection in Anopheles mosquitoes. A total of 3 322 mosquitoes were collected among this, Anopheles gambiae s.l. was the vector caught in largest proportion (63.82%). An. gambiae s.l. sibling species molecular characterization showed that An. gambiae was the dominant specie in all villages. The Human Landing Catches (indoor and outdoor) collected the highest proportion of mosquitoes (between 61.5% and 82.79%). For the sampling vectors infected to W. bancrofti or P. falciparum, PSC, HLC and Window Exit-Trap were found the most effective collection methods. This study revealed that HLC indoor and outdoor remained the most effective collection method. Likewise, the results showed the probability to use Window Exit-Trap and PSC collection methods to sample Anopheles infected.