Information on the extent of bushmeat hunting is needed to assess the likely impact on hunted species, to provide information on the opportunity cost to local people of conservation, and to judge the efficacy of interventions at reducing pressure. However, where hunting is illegal, or socially unacceptable, respondents may not answer honestly to direct questions about hunting or consumption of bushmeat. We adapted a specialized method for investigating sensitive behaviours (the randomized response technique, RRT) and questioned 1,851 people in Madagascar about their consumption of six species, using either RRT or direct questions. For most species at most sites RRT and direct questions returned similar estimates of the proportion of the population who had consumed bushmeat in the previous year. However, RRT resulted in significantly higher estimates of bushmeat consumption in communities surrounding a protected area, where conservation activities made such questions sensitive. RRT has been predominately used in Europe and the USA; we demonstrate that it can provide a valuable approach for studying rule-breaking among people with poor literacy in low income countries. Between 12 and 33% of people across our sites had eaten brown lemur (Eulemur spp.), and 12–29% had eaten sifaka (Propithecus spp.) in the previous year. These results add to the growing body of evidence that hunting of protected species in Madagascar is a serious problem requiring urgent action. Conservation interventions to tackle bushmeat hunting will make questions about hunting or consumption more sensitive, increasing the need for researchers to use appropriate approaches for asking sensitive questions.