To better understand the relationship between forest complexity and small mammal diversity, we investigated the vertical stratification of marsupials and rodents in 2 forest types with distinct levels of complexity in a Neotropical savanna (Brazilian Cerrado). We livetrapped mammals in gallery forests and the less-complex savanna woodland forests (locally known as “cerradão”) at ground level, in the understory (1–4 m above ground), and in the canopy (7–19 m above ground), for a total of 43,200 trap-nights. We recorded 1,335 captures of 682 individuals (4 marsupial and 7 rodent species). We compared alpha and beta diversity between forest formations evaluating the effect of sampling in multiple vertical strata on estimates of species richness, and determining species turnover among the vertical strata. Our results showed that species associations with specific vertical strata differed between forest types. Alpha diversity of the gallery forest was greater than that of the savanna woodland forest, but in both forest formations, estimates of species richness increased when all 3 vertical strata were considered. In addition, species turnover among vertical strata was higher in gallery forests than in savanna woodland forests. Our results show the importance of sampling at different heights in complex environments to obtain more reliable estimates of species richness and abundance. Furthermore, our study provides evidence for the role of environmental complexity in the vertical stratification of small mammals, with increased alpha and beta diversity in more complex environments likely due to niche subdivision.