Both TCP and ICMP are applied in network measurement, while investigating differences between the measured results of them is important but has been less addressed. To compare the differences between TCP and ICMP when they are used in measuring host connectivity, RTT, and packet loss rate, we designed two groups of comparison programs, after careful evaluating of the program parameters, we executed a lot of experiments on the Internet. The experimental results shows, there are significant differences between the host connectivity measured using TCP or ICMP; in general, the accuracy of TCP is 20%-30% higher than that of ICMP. The case of RTT and packet loss rate is complicated, which are related to path loads and destination host loads. While commonly, the RTT and packet loss rate measured using TCP or ICMP are very close. We also give some advices on protocol selection for conducting accurate network measurements.