We assessed the ability of the Polar activity recorder (AR) to measure energy expenditure (EE) during military training. Twenty-four voluntary male conscripts participated in the study and wore an AR on the non-dominant wrist 24 h a day for 7 d. The AR analyzed and stored the frequency of hand movements (f_hand) into memory at 1 min intervals. The relationship between f_hand and EE was studied over a 7 d period of military training using the doubly labeled water (DLW) technique. In addition, the relationship between f_hand and EE was analyzed during walking and running on a treadmill with an indirect calorimeter (IC), and f_hand was measured during a supervised 45 min field march test where the conscripts carried combat gear. EE was expressed as physical activity level (PAL), total energy expenditure (TEE), and activity-induced energy expenditure adjusted for body mass (AEE/BM). Over the 7 d period, f_hand alone explained 46% of inter-individual variation in PAL(DLW). After inclusion of body height and mass in the model used to predict PAL(DLW) from f_hand, a very high positive correlation and a low standard error of estimate (SEE) were observed between the AR and DLW techniques: for TEE r = 0.86 (p < 0.001), the SEE was 6.3%, and for AEE/BM r = 0.84 (p < 0.001), the SEE was 12.8%. In the treadmill exercise, f_hand correlated highly with PAL(IC) (r = 0.97 ± 0.02). In the 45 min field march test, the AR measured similar f_hand as on the treadmill at the same speed. In conclusion, the wrist-worn AR can be regarded as a reliable and valid method for assessing EE during intensive training.