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Background/Objectives: Although ultrasound-guided fine-needle aspiration biopsy with suction (FNA-S) is preferred for evaluating thyroid nodules, the capillary technique (FNA-C) is also used. However, the diagnostic performance of both techniques remains unclear. Our objective was to compare the diagnostic performance of FNA-S versus FNA-C for thyroid nodules. Methods: This retrospective, observational, exploratory, single-center pilot evaluation study was conducted at a tertiary hospital from January 2023 to June 2024. A total of 157 ultrasound-guided FNA biopsies were prospectively analyzed, comprising 71 FNA-S and 86 FNA-C procedures. Clinical, ultrasound, and cytological parameters were evaluated to compare the rates of non-diagnostic samples (Bethesda I) and the necessity for repeat punctures. Bivariate analyses and multivariate logistic regression were conducted. Results: Both techniques exhibited comparable rates of non-diagnostic samples (28.17% for FNA-S and 27.91% for FNA-C; p = 0.220) and repetition rates (38.03% for FNA-S and 43.02% for FNA-C; p = 0.637). The only factors significantly associated with sample adequacy, regardless of techniques employed, were the location and composition of the nodule. Conclusions: Ultrasound-guided FNA-S and FNA-C yield similar diagnostic performance for biopsy of thyroid nodules. The choice may depend on operator preference and nodule characteristics.