The present invention relates to a device and method for estimating energy expenditure during exercise. The device includes a module for estimating whether a person is exceeding their anaerobic threshold and, if they are exceeding their anaerobic threshold calculating the additional energy expenditure due to the anaerobic metabolism of ATP. The additional energy expenditure can then be added to an estimate of the energy expenditure due to aerobic metabolism and output to the user in order to provide an estimate of the energy expenditure occurring during anaerobic exercise.