In general, older adults do not engage in sufficient levels of physical activity (PA) and have high levels of sedentary behaviour (SB). The retirement transition may represent an opportunity to encourage older adults to increase their PA levels and reduce SB. Previous research has shown inter-individual differences in the direction and degree of changes in PA and SB during the retirement transition. However, PA and SB trajectories, and the determinants thereof, are likely to differ considerably between individuals and vary over time. This research aimed to understand changes in these behaviours during the retirement transition. Specifically, it aimed to: (1) identify individual perceptions of theory-based determinants of PA change; (2) synthesise evidence about research methods which can describe and evaluate health behaviour change within individuals; (3) examine individual objectively-measured PA and SB trajectories during the retirement transition. Method Three studies were conducted. In the first, theory-based qualitative interviews investigating perceptions about PA change were conducted with 28 individuals who were within 24 months pre- or post-retirement. The second study provided an overview of the design, behavioural assessment and evaluation of N-of-1 research using illustrative examples from a systematic review of studies using N-of-1 methods to study health behaviours. The findings informed the third study, a series of seven N-of-1 natural experiments examining individual PA and SB trajectories during the retirement transition. Results (1) Several factors were perceived to influence PA behaviour after retirement and the importance of these factors differed substantially between individuals and within individuals over time. This suggested that methods which focus on individuals would be useful for further research. (2) Previous studies have utilized a variety of N-of-1 designs and methods of analysis that can be applied to the study of PA and SB change ii during the retirement transition. (3) PA and SB trajectories differed considerably between participants; a significant increase or decrease in PA and SB after retirement was shown in some participants whilst there was no significant change in these behaviours for others. Furthermore, the predictors of daily PA and SB differed between participants and, in some cases, changed pre- to post-retirement. Conclusions The findings provide important implications for understanding PA and SB behaviour during the retirement transition within individuals. N-of-1 methods can be used to inform personalised health-related behaviour change interventions targeting the unique predictors of behaviour in older adults.