The inter-relationship between physical activity, sedentary behaviour and sleep (collectively defined as physical behaviours) is of interest to researchers from different fields. Each of these physical behaviours has been investigated in epidemiological studies, yet their codependency and interactions need to be further explored and accounted for in data analysis. Modern accelerometers capture continuous movement through the day, which presents the challenge of how to best use the richness of these data. In recent years, analytical approaches first applied in other scientific fields have been applied to physical behaviour epidemiology (eg, isotemporal substitution models, compositional data analysis, multivariate pattern analysis, functional data analysis and machine learning). A comprehensive description, discussion, and consensus on the strengths and limitations of these analytical approaches will help researchers decide which approach to use in different situations. In this context, a scientific workshop and meeting were held in Granada to discuss: (1) analytical approaches currently used in the scientific literature on physical behaviour, highlighting strengths and limitations, providing practical recommendations on their use and including a decision tree for assisting researchers’ decision-making; and (2) current gaps and future research directions around the analysis and use of accelerometer data. Advances in analytical approaches to accelerometer-determined physical behaviours in epidemiological studies are expected to influence the interpretation of current and future evidence, and ultimately impact on future physical behaviour guidelines.