Background The utilisation of available cross-European data for secondary data analyses on physical activity, sedentary behaviours and their underlying determinants may benefit from the wide variation that exists across Europe in terms of these behaviours and their determinants. Such reuse of existing data for further research requires Findable; Accessible; Interoperable; Reusable (FAIR) data management and stewardship. We here describe the inventory and development of a comprehensive European dataset compendium and the process towards cross-European secondary data analyses of pooled data on physical activity, sedentary behaviour and their correlates across the life course. Methods A five-step methodology was followed by the European Determinants of Diet and Physical Activity (DEDIPAC) Knowledge Hub, covering the (1) identification of relevant datasets across Europe, (2) development of a compendium including details on the design, study population, measures and level of accessibility of data from each study, (3) definition of key topics and approaches for secondary analyses, (4) process of gaining access to datasets and (5) pooling and harmonisation of the data and the development of a data harmonisation platform. Results A total of 114 unique datasets were found for inclusion within the DEDIPAC compendium. Of these datasets, 14 were eventually obtained and reused to address 10 exemplar research questions. The DEDIPAC data harmonisation platform proved to be useful for pooling, but in general, harmonisation was often restricted to just a few core (crude) outcome variables and some individual-level sociodemographic correlates of these behaviours. Conclusions Obtaining, pooling and harmonising data for secondary data analyses proved to be difficult and sometimes even impossible. Compliance to FAIR data management and stewardship principles currently appears to be limited for research in the field of physical activity and sedentary behaviour. We discuss some of the reasons why this might be the case and present recommendations based on our experience.