Research on the effect of caffeine on energy expenditure (EE), physical activity (PA), and total sleep time (TST) during free-living conditions using objective measures is scarce. We aimed to determine the impact of a moderate dose of caffeine on TST, resting EE (REE), physical activity EE (PAEE), total EE (TEE), and daily time spent in sedentary, light, moderate, and vigorous intensity activities in a 4-day period and the acute effects on heart rate (HR) and EE in physically active males. Using a double-blind crossover trial (ClinicalTrials.gov ID: NCT01477294) with two conditions (4 days each with 3-day washout) randomly ordered as caffeine (5 mg/kg of body mass/day) and placebo (maltodextrin) administered twice per day (2.5 mg/kg), 30 nonsmoker males, low-caffeine users (<100 mg/day), aged 20–39, were followed. Body composition was assessed by dual-energy X-ray absorptiometry. PA was assessed by accelerometry, while a combined HR and movement sensor estimated EE and HR on the second hour after the first administration dose. REE was assessed by indirect calorimetry, and PAEE was calculated as [TEE − (REE + 0.1TEE)]. TST and daily food records were obtained. Repeated measures ANOVA and ANCOVA were used. After a 4-day period, adjusting for fat-free mass, PAEE, and REE, TST was reduced (p = 0.022) under caffeine intake, while no differences were found between conditions for REE, PAEE, TEE, and PA patterns. Also, no acute effects on HR and EE were found between conditions. Though a large individual variability was observed, our findings revealed no acute or long-term effects of caffeine on EE and PA but decreased TST during free-living conditions in healthy males.