Background: Prospective studies on physical activity (PA), diet, and body composition in adolescents are lacking, particularly outside high-income countries. Goals: To describe the methods used to assess these variables in the 1993 Pelotas (Brazil) Birth Cohort and to discuss the fieldwork challenges faced and alternatives to overcome them. Methods: In 2006–07 a subsample of the 1993 Pelotas cohort was revisited. PA was estimated using questionnaires, a combined heart-rate and motion sensor (Acti-Heart), and the ActiGraph GT1M accelerometer. Diet was investigated by questionnaire. Total body water was determined by stable isotopes. Thirty individuals had their total energy expenditure assessed by doubly labeled water. All data were collected at participants’ home. Results: The logistics of the fieldwork and the difficulties in undertaking the study and alternatives to overcome them are presented. Preliminary analyses show that 511 individuals were traced (response rate = 90.0%). Compliance of both adolescents and their families for the motion sensors and body-composition measurements was excellent. Conclusions: The authors conclude that it is feasible to carry out high-quality studies on PA in developing countries. They hope the article will be useful to other researchers interested in carrying out similar studies.