Most studies comparing objective measurements of physical activity are carried out on a treadmill or in free living activities and generally at low/moderate intensities. Purpose: To compare energy expenditure, correlation and exercise intensity measured by accelerometer and heart rate (HR) monitor during different exercises. Methods: This is a comparison study testing convergent validity between accelerometer and HR-monitor. A total of 26 participants (15 women) with a mean age of 21.8±2.4 years were included. The ActiGraph GT3X with 60 s epoch length was used to measure the participants`` accelerometer counts. HR was measured using Polar team 2 HR belts during 4x4 min running (four intervals lasting four minutes), 4x4 min spinning and Zumba. Results: Pearson correlation coefficient between mean % HR max and accelerometer counts was 0.69 in Zumba, 0.14 in 4x4 spinning and -0.42 in 4x4 running. Estimated energy expenditure from accelerometer was 2.25±1.69 kcal/min lower, i.e. 18.6 %, than energy expenditure estimated from HR monitor during 4x4 running. The corresponding numbers for 4x4 spinning and Zumba were 6.27±2.18 kcal/min lower, i.e. 55.7% and 2.64±1.78 kcal/min lower, i.e. 23.6%, respectively. A Bland-Altman plot shows that this difference increases with higher activity level in Zumba. For 4x4 min running the HR-monitor and accelerometer classified 76% and 60%, respectively, of the participants`` activity as vigorous intensity. Conclusion: A large instrumental variation in energy estimation across activities was found. Energy expenditure estimated by accelerometer was around 20% lower for 4x4 running and Zumba, and around 50% lower for 4x4 spinning, compared to energy expenditure estimated from HR monitor. The large variation in the correlation coefficients reflects the methodical differences explained in the paper.