Animal welfare is an important concern wherever people are called upon to kill wildlife. Notwithstanding the ethical dilemmas surrounding the killing of wildlife in various situations, if an animal is to be killed we have a duty to select the method that produces the best animal welfare outcomes. However, many wildlife professionals face practical challenges, a lack of peer-reviewed literature to inform evidence-based decision making and limited access to different methods such as free-bullet firearms and euthanasia drugs. Penetrating captive bolt devices are currently being used for the euthanasia and killing of some wildlife species in Australia. However, there remains a paucity of peer-reviewed literature about animal welfare and the use of captive bolt devices to kill wildlife in Australia. We explore animal, operational and equipment factors that may influence the animal welfare outcomes of killing by captive bolt and make recommendations for future investigation.