In this study, we use data drawn from a series of trapping events on four 0.5-ha trapping grids surveyed in the wet eucalypt forests of central Victoria, south-eastern Australia, to identify relationships between capture probabilities and several factors of interest for three species of small mammals that are common throughout the forests of this region: the agile antechinus (Antechinus agilis), the dusky antechinus (Antechinus swainsonii) and the bush rat (Rattus fuscipes). The design of our study – four regular trapping grids – generated spatio-temporal data with binary responses and many covariates. We used powerful and relatively new statistical methodology to deal with the spatio-temporal dependence patterns in the data – analytical problems that are common in trapping data such as these modelled here. Although A. agilis, A. swainsonii and R. fuscipes are among the best studied mammals in Australia, our data analysis produced new perspectives on their probability of being captured. In particular, we quantified how capture probability is affected by trap position within a trapping grid, day of capture in a sequence of trapping days, history of trap occupancy over time by different species and sexes of those species, time of the year or season, and microhabitat attributes. Our insights are discussed in terms of their consequences for trapping protocols that might be applied in the field.