The beneficial effect of physical activity (PA) has been confirmed in several types of cancer (especially colon and breast tumours). However, the role of PA as a risk factor directly related to the incidence of gastric cancer is still open to doubt. This is in part due to the fact that most studies have not considered gastric sub-site or histology of oesophageal cancer, as well as the different approaches used in order to measure PA. Indeed, some studies have tried to link gastric cancer to PA intensity and timing, whereas others have focused on a specific PA type such as recreational, occupational or sporting activity. Furthermore, most of them do not use validated questionnaires, and others create a PA index and employ different unit measures (metabolic equivalents, hours/week, times per week, etc.), which makes it difficult to compare its findings. Under these circumstances, this brief critical review aims to explore and show all the methodological issues that need to be taken into account in order to objectify the link between PA and gastric cancer, as well as provide alternative solutions to these matters.