The assessment of nutrition and activity in athletes requires accurate and precise methods. The aim of this study was to validate a protocol for parallel assessment of diet and exercise against doubly labelled water, 24-h urea excretion, and respiratory gas exchange. The participants were 14 male triathletes under normal training conditions. Energy intake and doubly labelled water were weakly associated with each other (r = 0.69, standard error of estimate [SEE] = 304 kcal x day(-1)). Protein intake was strongly correlated with 24-h urea (r = 0.89) but showed considerable individual variation (SEE = 0.34 g kg(-1) x day(-1)). Total energy expenditure based on recorded activities was highly correlated with doubly labelled water (r = 0.95, SEE = 195 kcal x day(-1)) but was proportionally biased. During running and cycling, estimated exercise energy expenditure was highly correlated with gas exchange (running: r = 0.89, SEE = 1.6 kcal x min(-1); cycling: r = 0.95, SEE = 1.4 kcal x min(-1)). High exercise energy expenditure was slightly underestimated during running. For nutrition data, variations appear too large for precise measurements in individual athletes, which is a common problem of dietary assessment methods. Despite the high correlations of total energy expenditure and exercise energy expenditure with reference methods, a correction for systematic errors is necessary for the valid estimation of energetic requirements in individual athletes.