This review includes an historical overview of the techniques for measuring energy expenditure (EE). Following this overview, the "gold standard" method of measuring EE, the doubly labelled water (DLW) method, is emphasised. Other methods, such as direct calorimetry, indirect calorimetry systems, heart rate and EE relationships, questionnaires and activity recall, motion sensors, combined heart rate and motion sensors for the estimation of EE are then highlighted in relation to their validation against the DLW method. The major advantages and disadvantages for each method are then considered. The preferred method to determine EE is likely to depend principally on factors such as the number of study participants to be monitored, the time period of measurements and the finances available. Small study participant numbers over a short period may be measured accurately by means of indirect calorimetric methods (stationary and portable systems). For periods over 3-4 days, EE should ideally be measured using the DLW method. However, the use of motion sensors is very promising in the measurement of EE, and has a number of advantages over the DLW method. Furthermore, if used correctly, both heart rate and questionnaire methods may provide valuable estimates of EE. Additional studies are needed to examine the possibility of improving the accuracy of measurement by combining two or more techniques. Such information, if confirmed by scientific rigour, may lead to an improvement in the estimation of EE and population-based physical activity levels. The accurate measurement of physical activity and EE is critical from both a research and health prospective. A consideration of the relevant techniques used for the estimation of EE may also help improve the quality of these frequently reported measurements.