The invasive hornet Vespa velutina nigrithorax was first recorded in Spain in 2010 and in Italy in 2012. Control strategies to reduce V. v. nigrithorax infestation level in apiaries include nest neutralization and trapping of adult hornets. Trapping methods are simpler, more cost-effective, and can be implemented directly by beekeepers without the use of insecticides; however, they are usually poorly effective or selective. While assessing trap effectiveness is essential for reducing V. v. nigrithorax pressure on hives, evaluating trap selectivity is equally crucial to minimize the capture of non-target insects, such as honey bees and native hornets like Vespa crabro, which exist in a delicate balance with the honey bees. During autumn 2024, five combinations of commercially available mechanical traps, tested with both a homemade and a commercial bait, were evaluated in Spain and Italy to determine the most effective and selective option against V. v. nigrithorax. The mean daily capture rate was significantly lower in Italy (0.19 ± 0.07) than in Spain (1.82 ± 0.39). Significant differences were observed among the five trap–bait combinations (p < 0.0001), with the VelutinaTrap® (BeeVital GmbH, Vienna, Austria) associated with a homemade bait (sugar, yeast, and water) being the most effective. When trap design was considered independently of bait, VelutinaTrap® remained the most effective option (p < 0.0001). In contrast, no significant differences were detected between bait types when analyzed irrespective of trap design (p = 0.524). Concerning selectivity, even though all tested traps showed positive results against A. mellifera, the combination VelutinaTrap® associated with the homemade bait significantly outperformed in V. crabro selectivity. Further research is needed to develop more effective traps for capturing V. v. nigrithorax and to investigate environmental factors that influence variations in the attractiveness of the same trap and bait combinations across different seasons and geographical areas.