The accurate and reliable assessment of physical activity is necessary for any research study where physical activity is either an outcome measure or an intervention. The aim of this review is to examine the use of objective measurement techniques for the assessment and interpretation of children’s physical activity. Accurate measurement of children’s activity is challenging, as the activity is characteristically sporadic and intermittent, consisting of frequent, short bouts. Objective measures of physical activity include heart rate telemetry, pedometry and accelerometry, and each of these methods has strengths and limitations. Heart rate is suited to the measurement of sustained periods of moderate and vigorous activity, pedometry provides a valid measure of total activity, and accelerometry provides a valid measure of total activity as well as the pattern and intensity of activity. As the weaknesses of heart rate and accelerometry for the assessment of activity are not inter-correlated, a combination of the two methods may be more accurate than either method alone. Recent evidence suggests that the Actiheart, an integrated accelerometer and heart rate unit, provides a more accurate prediction of children’s energy expenditure than either heart rate or accelerometry alone. However, the cost of the Actiheart is prohibitive for large-scale studies. The pedometer is recommended when only the total amount of physical activity is of interest. When the intensity or the pattern of activity is of interest, accelerometry is the recommended measurement tool.