The discovery of genetic variants that underlie a complex phenotype is challenging. One possible approach to facilitate this endeavor is to identify quantitative trait loci (QTL) that contribute to the phenotype and consequently unravel the candidate genes within these loci. Each proposed candidate locus contains multiple genes and, therefore, further analysis is required to choose plausible candidate genes. One of such methods is to use comparative genomics in order to narrow down the QTL to a region containing only a few genes. We illustrate this strategy by applying it to genetic findings regarding physical activity (PA) in mice and human. Here, we show that PA is a complex phenotype with a strong biological basis and complex genetic architecture. Furthermore, we provide considerations for the translatability of this phenotype between species. Finally, we review studies which point to candidate genetic regions for PA in humans (genetic association and linkage studies) or use mouse models of PA (QTL studies) and we identify candidate genetic regions that overlap between species. On the basis of a large variety of studies in mice and human, statistical analysis reveals that the number of overlapping regions is not higher than expected on a chance level. We conclude that the discovery of new candidate genes for complex phenotypes, such as PA levels, is hampered by various factors, including genetic background differences, phenotype definition and a wide variety of methodological differences between studies.