The aim of this study was to evaluate the carriage of a portable gas analyser during prolonged treadmill exercise at a variety of speeds. Ten male participants completed six trials at different speeds (4, 8 and 12 km h− 1) for 40 min whilst wearing the analyser (P) or where the analyser was externally supported (L). Throughout each trial, respiratory gases, heart rate (HR), perceptions of effort and energy expenditure (EE) were measured. Significantly higher EE occurred during P12 (p = 0.01) than during L12 (855.3 ± 104.3; CI = 780.7–930.0 and 801.5 ± 82.2 kcal; CI = 742.7–860.3 kcal, respectively), but not at the other speeds; despite this, perceptions of effort and HR responses were unaffected. This additional EE is likely caused by alterations to posture which increase oxygen demand. The use of such systems is unlikely to affect low-intensity tasks, but researchers should use caution when interpreting data, particularly when exercise duration exceeds 30 min and laboratory-based analysers should be used where possible.