Monitoring the load placed on athletes in both training and competition has become a very hot topic in sport science. Both scientists and coaches routinely monitor training loads using multidisciplinary approaches, and the pursuit of the best methodologies to capture and interpret data has produced an exponential increase in empirical and applied research. Indeed, the field has developed with such speed in recent years that it has given rise to industries aimed at developing new and novel paradigms to allow us to precisely quantify the internal and external loads placed on athletes and to help protect them from injury and ill health. In February 2016, a conference on “Monitoring Athlete Training Loads—The Hows and the Whys” was convened in Doha, Qatar, which brought together experts from around the world to share their applied research and contemporary practices in this rapidly growing field and also to investigate where it may branch to in the future. This consensus statement brings together the key findings and recommendations from this conference in a shared conceptual framework for use by coaches, sport-science and -medicine staff, and other related professionals who have an interest in monitoring athlete training loads and serves to provide an outline on what athlete-load monitoring is and how it is being applied in research and practice, why load monitoring is important and what the underlying rationale and prospective goals of monitoring are, and where athlete-load monitoring is heading in the future.