Biomarker discovery and validation is a critical aim of the medical and scientific community. Research into exercise and diet-related biomarkers aims to improve health, performance, and recovery in military personnel, athletes, and lay persons. Exercise physiology research has identified individual biomarkers for assessing health, performance, and recovery during exercise training. However, there are few recommendations for biomarker panels for tracking changes in individuals participating in physical activity and exercise training programs. Our approach was to review the current literature and recommend a collection of validated biomarkers in key categories of health, performance, and recovery that could be used for this purpose. We determined that a comprehensive performance set of biomarkers should include key markers of (a) nutrition and metabolic health, (b) hydration status, (c) muscle status, (d) endurance performance, (e) injury status and risk, and (f) inflammation. Our review will help coaches, clinical sport professionals, researchers, and athletes better understand how to comprehensively monitor physiologic changes, as they design training cycles that elicit maximal improvements in performance while minimizing overtraining and injury risk.