Economic games offer a convenient approach for the study of prosocial behavior. As an advantage, they allow for straightforward implementation of different techniques to reduce socially desirable responding. We investigated the effectiveness of the most prominent of these techniques, namely providing behavior-contingent incentives and maximizing anonymity in three versions of the Trust Game: (i) a hypothetical version without monetary incentives and with a typical level of anonymity, (ii) an incentivized version with monetary incentives and the same (typical) level of anonymity, and (iii) an indirect questioning version without incentives but with a maximum level of anonymity, rendering responses inconclusive due to adding random noise via the Randomized Response Technique. Results from a large (N = 1,267) and heterogeneous sample showed comparable levels of trust for the hypothetical and incentivized versions using direct questioning. However, levels of trust decreased when maximizing the inconclusiveness of responses through indirect questioning. This implies that levels of trust might be particularly sensitive to changes in individuals' anonymity but not necessarily to monetary incentives.