Contact networks are playing an increasingly important role in epidemiology. A contact network represents individuals in a host population as nodes and the interactions among them that may lead to the transmission of infection as edges. New avenues for data collection in recent years have afforded us the opportunity to collect individual- and population-scale information to empirically describe the patterns of contact within host populations. Here, we present some of the current challenges in measuring empirical contact networks. We address fundamental questions such as defining contact; measurement of non-trivial contact properties; practical issues of bounding measurement of contact networks in space, time and scope; exploiting proxy information about contacts; dealing with missing data. Finally, we consider the privacy and ethical issues surrounding the collection of contact network data.