Chronic physical inactivity is a major risk factor for a number of important lifestyle diseases, while inappropriate exposure to high physical demands is a risk factor for musculoskeletal injury and fatigue. Proteomic and metabolomic investigations of the physical activity continuum - extreme sedentariness to extremes in physical performance - offer increasing insight into the biological impacts of physical activity. Moreover, biomarkers, revealed in such studies, may have utility in the monitoring of metabolic and musculoskeletal health or recovery following injury. As a diagnostic matrix, urine is non-invasive to collect and it contains many biomolecules, which reflect both positive and negative adaptations to physical activity exposure. This review examines the utility and landscape of biomarkers of physical activity with particular reference to those found in urine.