Accurate methods of estimating total daily energy expenditure (TDEE) that are inexpensive and differentiate activities of varying intensities are needed in obesity research. We compared minute-by-minute heart rate (HR) monitoring and the 7-d physical activity recall (PAR) questionnaire with doubly labeled water (DLW) for the measurement of TDEE and physical activity in 14 obese women (45% ± 4% fat, mean ± SD) before and during 12 wk of weight reduction. TDEE was measured over 2 wk by DLW. HR monitoring was conducted for 3 d, with individual V̇O₂/HR calibrations applied to HR data above 3 METs. PAR revealed the amount of time spent in sleep, moderate, hard, and very hard activities during 1 wk, with time spent in light activities determined by difference. Mean TDEE values, expressed as the % difference from DLW, prior to weight loss were −5.2 ± 10.8% by HR and 3.4 ± 14.4 by PAR, and during the diet were +0.9 ± 14.1% by HR and +0.9 ± 14.7% by PAR. Individual variability was high for both HR (−24.0 to +25.6%) and PAR (−27.4 to +36.2%). Energy expended in physical activity prior to weight loss were 3.97 ± 1.23 MJ-d⁻¹ by DLW, 3.91 ± 0.90 by HR, and 4.79 ± 0.95 by PAR. During weight loss, physical activity values by DLW, HR, and PAR were 4.31 ± 1.18,4.84 ± 2.22, and 4.64 ± 1.06 MJ-d⁻¹, respectively. In summary, HR and PAR accurately assessed TDEE and physical activity for the group, but individual variability was high.