Background: For research on physical activity interventions to progress systematically, the mechanisms of action must be studied. In doing so, the research methods and their associated concepts and terminology become more complex. It is particularly important to clearly distinguish among determinants, correlates, mediators, moderators, and confounder variables used in physical activity research. This article examines the factors that are correlated with and that may have a causal relationship to physical activity. Methods and Results: We propose that the term “correlate” be used, instead of “determinant,” to describe statistical associations or correlations between measured variables and physical activity. Studies of the correlates of physical activity are reviewed. The findings of these studies can help to critique existing theories of health behavior change and can provide hypotheses to be tested in intervention studies from which it is possible to draw causal inferences. Mediator, moderator, and confounder variables can act to influence measured changes in physical activity. Intervening causal variables that are necessary to complete a cause-effect pathway between an intervention and physical activity are termed “mediators.” The relationship between an intervention and physical activity behaviors may vary for different groups; the strata by which they vary are levels of “moderators” of the relationship. Other factors may distort or affect the observed relationships between program exposure and physical activity, and are known as “confounders.” Conclusions: Consistent use of terms and additional research on mediators and moderators of intervention effects will improve our ability to understand and influence physical activity.