The role of the neighbourhood environment in influencing health behaviours continues to be an important topic in public health research and policy. Foot-based street audits, virtual street audits and secondary data sources are widespread data collection methods used to objectively measure the built environment in environment-health association studies. We compared these three methods using data collected in a nationally representative epidemiological study in 17 British towns to inform future development of research tools. There was good agreement between foot-based and virtual audit tools. Foot based audits were superior for fine detail features. Secondary data sources measured very different aspects of the local environment that could be used to derive a range of environmental measures if validated properly. Future built environment research should design studies a priori using multiple approaches and varied data sources in order to best capture features that operate on different health behaviours at varying spatial scales.