Animal ecology is shaped by energy costs, yet it is difficult to measure fine-scale energy expenditure in the wild. Because metabolism is often closely correlated with mechanical work, accelerometers have the potential to provide detailed information on energy expenditure of wild animals over fine temporal scales. Nonetheless, accelerometry needs to be validated on wild animals, especially across different locomotory modes. We merged data collected on 20 thick-billed murres (Uria lomvia) from miniature accelerometers with measurements of daily energy expenditure over 24 h using doubly labelled water. Across three different locomotory modes (swimming, flying and movement on land), dynamic body acceleration was a good predictor of daily energy expenditure as measured independently by doubly labelled water (R2 = 0.73). The most parsimonious model suggested that different equations were needed to predict energy expenditure from accelerometry for flying than for surface swimming or activity on land (R2 = 0.81). Our results demonstrate that accelerometers can provide an accurate integrated measure of energy expenditure in wild animals using many different locomotory modes.