Measurements of aeolian sediment transport support our understanding of mineral dust impacts on Earth and human systems and assessments of aeolian process sensitivities to global environmental change. However, sample design principles are often overlooked in aeolian research. Here we use high‐density field measurements of sediment mass flux across land use and land cover types to examine sample size and power effects on detecting change in aeolian transport. Temporal variances were 1.6 to 10.1 times the magnitude of spatial variances in aeolian transport for six study sites. Differences in transport were detectable for >67% of comparisons among sites using ~27 samples. Failure to detect change with smaller sample sizes suggests that aeolian transport measurements and monitoring are much more uncertain than recognized. We show how small and selective sampling, common in aeolian research, gives the false impression that differences in aeolian transport can be detected, potentially undermining inferences about process and impacting reproducibility of aeolian research.