The aim of this study was to evaluate the performance of a classical method of fractal analysis, Detrended Fluctuation Analysis (DFA), in the analysis of the dynamics of animal behavior time series. In order to correctly use DFA to assess the presence of long-range correlation, previous authors using statistical model systems have stated that different aspects should be taken into account such as: 1) the establishment by hypothesis testing of the absence of short term correlation, 2) an accurate estimation of a straight line in the log-log plot of the fluctuation function, 3) the elimination of artificial crossovers in the fluctuation function, and 4) the length of the time series. Taking into consideration these factors, herein we evaluated the presence of long-range correlation in the temporal pattern of locomotor activity of Japanese quail ({sl Coturnix coturnix}) and mosquito larva ({sl Culex quinquefasciatus}). In our study, modeling the data with the general ARFIMA model, we rejected the hypothesis of short range correlations (d=0) in all cases. We also observed that DFA was able to distinguish between the artificial crossover observed in the temporal pattern of locomotion of Japanese quail, and the crossovers in the correlation behavior observed in mosquito larvae locomotion. Although the test duration can slightly influence the parameter estimation, no qualitative differences were observed between different test durations.