Objectives This paper proposes a conceptual model of the complex relationships between travel behaviour and health. In addition it gives a research agenda providing an overview of challenges for future research. Methods We review the relevant literature in the areas of public health, land use and transportation that address issues related to health and travel and their underlying mechanisms. We do not aim to give a full review of the literature but to underpin the conceptual model. Results and conclusions We conclude that research can easily come to the ‘wrong’ conclusions if the complex causal relationships that exist between relevant factors are overlooked. In particular, ignoring contradictory effects for specific socio-demographic groups, (residential) self-selection effects, substitutions of different forms of activity, and reverse causalities may lead to overestimation of the effect of policies. For example, travel-related physical activity might interact with other physical activity, self-selection effects may influence the complex relationships between travel behaviour and health, and people׳s health may influence their walking or cycling behaviour. Based on the conceptual model we present a research agenda. A first research challenge is to explore the combined effect of travel behaviour related determinants for health effects (physical activity, air pollution intake, injuries, and subjective well-being) on health. A second challenge is exploring the interactions between travel-related physical activity and other physical activity. Thirdly, the importance of attitudes and attitude formation, specifically health-related attitudes and self-selection processes related to travel behaviour, is an important research topic. Fourthly, it is important to explore the relationship between cycling levels and injury risks, because risks seem to be correlated with cycling levels: the more people cycle, the lower the injury risks. Fifthly, we think it is important to study the relevance of walking and cycling related self-selection effects. A sixth challenge relates to transport innovations.