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Human activity recognition and neural activity analysis are the basis for human computational neureoethology research dealing with the simultaneous analysis of behavioral ethogram descriptions and neural activity measurements. Wireless electroencephalography (EEG) and wireless inertial measurement units (IMU) allow the realization of experimental data recording with improved ecological validity where the subjects can be carrying out natural activities while data recording is minimally invasive. Specifically, we aim to show that EEG and IMU data fusion allows improved human activity recognition in a natural setting. We have defined an experimental protocol composed of natural sitting, standing and walking activities, and we have recruited subjects in two sites: in-house (N = 4) and out-house (N = 12) populations with different demographics. Experimental protocol data capture was carried out with validated commercial systems. Classifier model training and validation were carried out with scikit-learn open source machine learning python package. EEG features consist of the amplitude of the standard EEG frequency bands. Inertial features were the instantaneous position of the body tracked points after a moving average smoothing to remove noise. We carry out three validation processes: a 10-fold cross-validation process per experimental protocol repetition, (b) the inference of the ethograms, and (c) the transfer learning from each experimental protocol repetition to the remaining repetitions. The in-house accuracy results were lower and much more variable than the out-house sessions results. In general, random forest was the best performing classifier model. Best cross-validation results, ethogram accuracy, and transfer learning were achieved from the fusion of EEG and IMUs data. Transfer learning behaved poorly compared to classification on the same protocol repetition, but it has accuracy still greater than 0.75 on average for the out-house data sessions. Transfer lea