A system for monitoring physical activity, in which activity data for an individual is be captured and stored whether the activity takes place in a health club or away from the health club (e.g. outdoors). The proposed approach is to capture heart rate data using an individual heart rate monitor (e.g. a chest belt) that has inbuilt memory for storing the heart rate data. The data is uploaded from the belt to a database, preferably a database that is accessible over the Internet, via a receiver station that will typically be located in a health club where the user is a member.