Valid assessment of physical activity is important to researchers and practitioners interested in surveillance, screening, programme evaluation and intervention. The validity of an assessment instrument is commonly considered its most important attribute. Convergent validity is the extent to which an instrument's output is associated with that of other instruments intended to measure the same exposure of interest. A systematic review of the literature produced 25 articles directly relevant to the question of convergent validity of pedometers against accelerometers, observation, and self-reported measures of physical activity. Reported correlations were pooled and a median r-value was computed. Pedometers correlate strongly (median r = 0.86) with different accelerometers (specifically uniaxial accelerometers) depending on the specific instruments used, monitoring frame and conditions implemented, and the manner in which the outputs are expressed. Pedometers also correlate strongly (median r = 0.82) with time in observed activity. Time in observed inactivity correlated negatively with pedometer outputs (median r = -0.44). The relationship with observed steps taken depended upon monitoring conditions and speed of walking. The highest agreement was apparent during ambulatory activity (running, walking) or during sitting (when both observation and pedometers would register few steps taken). There was consistent evidence of reduced accuracy during slow walking. Pedometers correlate moderately with different measures of energy expenditure (median r = 0.68). The relationship between pedometer outputs and energy expenditure is complicated by the use of many different direct and indirect measures of energy expenditure and population samples. Concordance with self-reported physical activity (median r = 0.33) varied depending upon the self-report instrument used, individuals assessed, and how pedometer outputs are expressed (e.g. steps, distance travelled, energy expenditure). Pedometer output has an inverse relationship with reported time spent sitting (r = -0.38). The accumulated evidence herein provides ample support that the simple and inexpensive pedometer is a valid option for assessing physical activity in research and practice.