With measurement of physical activity becoming more common in clinical practice, it is imperative that healthcare professionals become more knowledgeable about the different methods available to objectively measure physical activity behaviour. Objective measures do not rely on information provided by the patient, but instead measure and record the biomechanical or physiological consequences of performing physical activity, often in real time. As such, objective measures are not subject to the reporting bias or recall problems associated with self-report methods. The purpose of this article was to provide an overview of the different methods used to objectively measure physical activity in clinical practice. The review was delimited to heart rate monitoring, accelerometers and pedometers since their small size, low participant burden and relatively low cost make these objective measures appropriate for use in clinical practice settings. For each measure, strengths and weakness were discussed; and whenever possible, literature-based examples of implementation were provided.