Physical activity is defined as any bodily movement produced by skeletal muscles that results in energy expenditure. The benefits of physical activity for health maintenance have been well documented, especially in the prevention and management of chronic diseases. Therefore, accurate measurement of physical activity and energy expenditure is essential both for epidemiological studies and in the clinical context. Given the large number of available methods, it is important to have an understanding of each, especially when one needs to choose a technique to use. The purpose of this review was to discuss the components of total energy expenditure and present advantage and limitations of different methods of physical activity and energy expenditure assessment.