The European Food Safety Authority has suggested that EU countries implement the 2 × 24 h diet recall (2 × 24 h DR) method and physical activity (PA) measurements for national dietary surveys. Since 2000, Denmark has used 7 d food diaries (7 d FD) with PA questionnaires and measurements. The accuracy of the reported energy intakes (EI) from the two diet methods, pedometer-determined step counts and self-reported time spent in moderate-to-vigorous PA (MVPA) were compared with total energy expenditure measured by the doubly labelled water (TEEDLW) technique and with PA energy expenditure (PAEE), respectively. The study involved fifty-two male and sixty-eight female volunteers aged 18–60 years who were randomly assigned to start with either the 24 h DR or the web-based 7 d FD, and wore a pedometer for the first 7 d and filled in a step diary. The mean TEEDLW (11·5 MJ/d) was greater than the mean reported EI for the 7 d FD (9·5 MJ/d (P < 0·01)) but the same as the 2 × 24 h DR (11·5 MJ/d). The proportion of under-reporters was 34 % (7 d FD) and 4 % (2 × 24 h DR). Most participants preferred the 7 d DR as it was more flexible, despite altering their eating habits. Pearson’s correlation between steps corrected for cycling and PAEE was r = 0·44, P < 0·01. Spearman’s correlation for self-reported hours spent in MVPA and PAEE was r = 0·58, P < 0·01. The 2 × 24 h DR performs better than the existing 7 d FD method. Pedometer-determined steps and self-reported MVPA are good predictors of PAEE in adult Danes.