Species distribution models (SDMs) relate presence/absence data to environmental variables, allowing to predict species environmental requirements and potential distribution. They have been increasingly used in fields such as ecology, biogeography and evolution, and often support conservation priorities and strategies. Thus, it becomes crucial to understand how trustworthy and reliable their predictions are. Different approaches, such as using ensemble methods (combining forecasts of different single models), or applying the most suitable threshold to transform continuous probability maps into species presences or absences, have been used to reduce model-based uncertainty. Taking into account the influence of biased sampling imprecision in species location, small datasets and species ecological characteristics, may also help to detect and compensate for uncertainty in the model building process. To investigate the effect of applying an ensemble approach, several threshold selection criteria and different datasets representing seasonal and spatial sampling bias, on models' accuracy, SDMs were built for four estuarine fish species with distinct use of the estuarine systems. Overall, predictions obtained with the ensemble approach were more accurate. Variability in accuracy metrics obtained with the nine threshold selection criteria applied was more pronounced for species with low prevalence and when sensitivity was calculated. Higher values of accuracy measures were registered with the threshold that maximizes the sum of sensitivity and specificity, and the threshold where the predicted prevalence equals the observed, whereas the 0.5 cut-off was unreliable, originating the lowest values for these metrics. Accuracy of models created from a spatially biased sampling was overall higher than accuracy of models created with a seasonally biased sampling or with the multi-year database created and this pattern was consistently obtained for marine migrant species, which use estuaries as nursery areas, presenting a seasonally and regular use of these ecosystems. The ecological dependence between these fish species and estuaries may add difficulties in the model building process, and needs to be taken into account, to improve their accuracy. The present study highlights the need for a thorough analysis of the critical underlying issues of the complete model building process to predict the distribution of estuarine fish species, due to the particular and dynamic nature of these ecosystems.