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To discuss assessing physical activity, cardiorespiratory fitness, and adiposity in the context of examining their prospective joint associations with mortality in cohort studies.Accurate and comprehensive assessment of free-living physical activity patterns and related energy expenditure is difficult. Cardiorespiratory fitness is a reproducible measure associated with recent physical activity patterns; however, its assessment has been considered impractical in epidemiologic studies. Likewise, objective measures of adiposity and fat distribution often are not feasible in large studies. Thus, physical activity and adiposity exposures typically are quantified using self-reports of physical activity habits and of height and weight to compute body mass index. When considered jointly, adults with higher levels of fitness or reported physical activity tend to have lower mortality risk than their unfit and inactive peers within the same body mass index group.Accumulating evidence suggests that higher physical activity or fitness attenuates the health risks of obesity. Available data largely are based on crude measures of physical activity and body habitus, which may obscure their association with disease risk. Accurate measures must be included in epidemiologic studies to improve estimation of the independent and joint associations of these exposures with health outcomes.