The use of objective measures of sedentary behavior has increased over the past decade; however, as is the case for objectively measured physical activity, methodological decisions before and after data collection are likely to influence the outcomes. The aim of this article is to review the evidence on different methodological decisions made by researchers when examining sedentary behavior. The different issues researchers may encounter when measuring sedentary behavior have been divided into (a) activity monitor placement; (b) epochs, cut points, and non-wear time definitions; (c) criteria for sedentary behavior bouts and breaks; and (d) combining motion and posture data. This article recommends that (a) activity monitors should be placed on the thigh and combined with a data reduction approach that estimates inclination, especially in children and adults; and (b) researchers should clearly report their data processing decisions to enhance the ability to evaluate and compare studies in the future. However, the article also highlights a dearth of methodological evidence to inform the use of objective measures of sedentary behavior. Based on the gaps in the literature, research recommendations, which require addressing to develop a best practice protocol when measuring sedentary behavior objectively, have been made.