There are many data collection procedures used during discrete trial teaching including first‐trial data collection, probe data, trial‐by‐trial data collection, and estimation data. Continuous, or trial‐by‐trial data collection, consists of the interventionist collecting data on learner behavior on each trial. Estimation data consists of the interventionist estimating learner performance after a teaching session using a rating scale. The purpose of the present study was to compare trial‐by‐trial data collection to estimation data collection during discrete trial teaching to teach children expressive labels. The data collection procedures were examined in terms of accuracy of data collection, efficiency of teaching (i.e., number of trials delivered per session), and rate of child acquisition of targets. Results of the adapted alternating treatment design replicated across three participants and multiple targets found estimation data collection to be as accurate as trial‐by‐trial data collection in determining mastery of targets. Estimation data collected by the interventionist was also found to be accurate when compared to the actual trial‐by‐trial data collected after the study concluded.