Wearable physical activity (PA) monitors have improved the ability to estimate free‐living total energy expenditure (TEE) but their application during arduous military training alongside more well‐established research methods has not been widely documented. This study aimed to assess the validity of two wrist‐worn activity monitors and a PA log against doubly labeled water (DLW) during British Army Officer Cadet (OC) training. For 10 days of training, twenty (10 male and 10 female) OCs (mean ± SD: age 23 ± 2 years, height 1.74 ± 0.09 m, body mass 77.0 ± 9.3 kg) wore one research‐grade accelerometer (GENEActiv, Cambridge, UK) on the dominant wrist, wore one commercially available monitor (Fitbit SURGE, USA) on the non‐dominant wrist, and completed a self‐report PA log. Immediately prior to this 10‐day period, participants consumed a bolus of DLW and provided daily urine samples, which were analyzed by mass spectrometry to determine TEE. Bivariate correlations and limits of agreement (LoA) were employed to compare TEE from each estimation method to DLW. Average daily TEE from DLW was 4112 ± 652 kcal·day−1 against which the GENEActiv showed near identical average TEE (mean bias ± LoA: −15 ± 851 kcal.day−1) while Fitbit tended to underestimate (−656 ± 683 kcal·day−1) and the PA log substantially overestimate (+1946 ± 1637 kcal·day−1). Wearable physical activity monitors provide a cheaper and more practical method for estimating free‐living TEE than DLW in military settings. The GENEActiv accelerometer demonstrated good validity for assessing daily TEE and would appear suitable for use in large‐scale, longitudinal military studies.