Physical activity has a fundamental role in the prevention and treatment of chronic disease. The precise measurement of physical activity is key to many surveillance and epidemiological studies investigating trends and associations with disease. Public health initiatives aimed at increasing physical activity rely on the measurement of physical activity to monitor their effectiveness. Physical activity is multidimensional, and a complex behaviour to measure; its various domains are often misunderstood. Inappropriate or crude measures of physical activity have serious implications, and are likely to lead to misleading results and underestimate effect size. In this review, key definitions and theoretical aspects, which underpin the measurement of physical activity, are briefly discussed. Methodologies particularly suited for use in epidemiological research are reviewed, with particular reference to their validity, primary outcome measure and considerations when using each in the field. It is acknowledged that the choice of method may be a compromise between accuracy level and feasibility, but the ultimate choice of tool must suit the stated aim of the research. A framework is presented to guide researchers on the selection of the most suitable tool for use in a specific study.