Movement as Investment for Health (Bewegung als Investition in Gesundheit or BIG) was a multidimensional research study in participatory physical activity promotion among socially disadvantaged women in a deprived neighbourhood in Erlangen, Germany. It aimed at making full use of health-promoting effects of movement and developing integrated evaluation through approaches from different disciplines. We defined the target population through national health survey data, and determined important intervention and evaluation dimensions through meta-analyses. A co-operative planning group of women, researchers, policy-makers, and local experts made decisions on the most appropriate procedures. Integrated evaluation in participatory approaches is promising. It calls for context-specific evaluation, requires adaptation of existing approaches or even development of its own evidence base.