Precipitation has a strong and constant impact on different economic sectors, environment, and social activities all over the world. An increasing interest for monitoring and estimating the precipitation characteristics can be claimed in the last decades. However, in some areas the ground-based network is still sparse and the spatial data coverage insufficiently addresses the needs. In the last decades, different interpolation methods provide an efficient response for describing the spatial distribution of precipitation. In this study, we compare the performance of seven interpolation methods used for retrieving the mean annual precipitation over the mainland Portugal, as follows: local polynomial interpolation (LPI), global polynomial interpolation (GPI), radial basis function (RBF), inverse distance weighted (IDW), ordinary cokriging (OCK), universal cokriging (UCK) and empirical Bayesian kriging regression (EBKR). We generate the mean annual precipitation distribution using data from 128 rain gauge stations covering the period 1991 to 2000. The interpolation results were evaluated using cross-validation techniques and the performance of each method was evaluated using mean error (ME), mean absolute error (MAE), root mean square error (RMSE), Pearson’s correlation coefficient (R) and Taylor diagram. The results indicate that EBKR performs the best spatial distribution. In order to determine the accuracy of spatial distribution generated by the spatial interpolation methods, we calculate the prediction standard error (PSE). The PSE result of EBKR prediction over mainland Portugal increases form south to north.