Physical inactivity has emerged as an important risk factor for a number of diseases, but the typically crude exposure assessments in epidemiological studies, with entailing variation in measurement accuracy, may be a source of heterogeneity contributing to inconsistent results among studies. Consequently, the choice of method for the assessment of physical activity in epidemiological studies is important. Good methods increase our chances of avoiding misclassification and may enhance our understanding of the association between physical activity and health. Since physical activity is also a potential confounder of other lifestyle-health relationships, good methods may enhance our ability to control for confounding. But despite a steadily increasing selection of methods to choose from, no method is suitable for every situation and every population. Although the questionnaire is the most widely used method in epidemiological studies, and laboratory methods are mainly used for validation purposes, improved technology may change our ways of assessing physical activity in the future. This paper describes different methods to measure physical activity and energy expenditure from the epidemiological perspective, and attempts to address the concepts related to the measurement of physical activity.