We investigated the daily activity patterns of four species of small mammals in an area of cerrado habitat in central Brazil. We checked live traps at 3-hour intervals during the night. Bolomys lasiurus and Calomjis tenet (Rodentia, Muridae), two potential competitors, differed significantly in their daily activity patterns. Bolomys lasiurus had peaks during the twilight, whereas C. tener had a more constant activity through the night, with a peak between 2200 and 0100 h. Thalpomys cerradensis (Rodentia, Muridae) was more active immediately after sunset and in the last three hours before sunrise. Thylamys velutinus (Marsupialia, Marmosidae) was strictly nocturnal with greater activity early in the night. Other factors, such as predation pressure or diet, may be important in determining the activity patterns observed in this study.