The accurate measurement of violence depends on high-quality data collected using methods that ensure participant confidentiality, privacy, and safety. To assess survey participants’ emotional distress, discomfort, and self-perceived value of participating in the Honduras (2017), El Salvador (2017), Cote d’Ivoire (2018), and Lesotho (2018) Violence Against Children and Youth Surveys, which include sensitive topics such as sexual, physical, and emotional violence, we investigated individual self-reported distress and perceived value of participation by age, sex, and other demographic factors. We also examined the associations between past experiences of violence and both self-reported distress and perceived value of survey participation. Few individuals reported distress or concerns about disclosure. Across countries, 82.9% (Cote d’Ivoire) to 96.1% (Honduras) of participants indicated they were not afraid that someone might overhear their answers, 82.5% (Cote d’Ivoire) to 98.0% (El Salvador) said participation was not upsetting or stressful, and 93.3% (Cote d’Ivoire) to 98.6% (Honduras) said participation was worthwhile. The value of these interviews may exceed the negative feelings that some questions potentially elicit and can contribute to improved responses to victims.