Over a 15-day period, that included an eight-day field trial, the aims of this study were to (1) quantify the physical workload, sleep and subjective well-being of soldiers in training; (2a) Explore relationships between workload and well-being, and (2b) sleep and well-being; (3) Explore relationships between workload, sleep, and well-being. Methods: Sixty-two Combat Engineer trainees (59 male, 3 female; age: 25.2 ± 7.2 years) wore an ActiGraph GT9X to monitor daily energy expenditure, physical activity, and sleep. Rating of perceived exertion (RPE), sleep quality, and fatigue were measured daily, subjective well-being was reported days 1, 5, 9, 13 and 15. Multi-level models were used for the analysis. Results: Well-being was affected by a combination of variables including workload, subjective sleep quality, sleep duration, and sleep efficiency. RPE and subjective sleep quality were consistently significant parameters within the models of best fit. Conclusions: Perceptions of well-being were lower during the field training when physical workload increased, and sleep decreased. Energy expenditure was comparatively low, while daily sleep duration was consistent with field training literature. Subjective assessments of workload and sleep quality were consistently effective in explaining variations in well-being and represent an efficient approach to monitor training status of personnel.