The purpose of this study was to overview recent bone loading measurements in physical activity, determine their validity and reliability, and recommend future research directions. A systematic search in three major databases was performed using combinations from a set of keywords, and the identified studies were selected using predetermined criteria. The final review included 29 bone loading measurement studies: seven on bone loading scales, nine on cross validation using those scales, six on accelerometer-based loading classification, and seven on estimating ground reaction force. Most validity coefficients were low, although they ranged from not valid to high. Few studies examined the measurements’ reliability. While bone loading questionnaires have historically been used in practice, most of their validity coefficients were low and few examined reliability. Most acceleration-based measurements offered moderate to high validity but were limited to laboratory settings. Validation studies for wearable devices to measure bone loading in free-living settings are urgently needed.