Researchers and practitioners interested in assessing physical activity in children are often faced with the dilemma of what instrument to use. While there is a plethora of physical activity instruments to choose from, there is currently no guide regarding the suitability of common assessment instruments. The purpose of this paper is to provide a user's guide for selecting physical activity assessment instruments appropriate for use with children and adolescents. While recommendations regarding specific instruments are not provided, the guide offers information about key attributes and considerations for the use of eight physical activity assessment approaches: heart rate monitoring; accelerometry; pedometry; direct observation; self-report; parent report; teacher report; and diaries/logs. Attributes of instruments and other factors to be considered in the selection of assessment instruments include: population (age); sample size; respondent burden; method/delivery mode; assessment time frame; physical activity information required (data output); data management; measurement error; cost (instrument and administration) and other limitations. A decision flow chart has been developed to assist researchers and practitioners to select an appropriate method of assessing physical activity. Five real-life scenarios are presented to illustrate this process in light of key instrument attributes. It is important that researchers, practitioners and policy makers understand the strengths and limitations of different methods of assessing physical activity, and are guided on selection of the most appropriate instrument/s to suit their needs.