This review examines gaits used by marsupials and their coupling with respiratory and cardiac cycles. It also examines the energy requirements and heat balance in exercising marsupials. Marsupials have mass-specific metabolic rates that lie at the lower end of the mammalian range but this is not reflected in locomotory energetics as quadrupedal marsupials fit the Predictive model derived from placentals. The group that does not conform to the model contains the larger hopping macropods in which an independence between metabolic rate and hopping speed is achieved on treadmills at most speeds by the storage of elastic strain energy in tendons. This yields a saving of up to 50% of the energy that would be otherwise used for locomotion. The carriage of pouch young appears to reduce the maximum running speed in quadrupedal marsupials but may be cost-neutral in hopping species. Respiration is entrained to the step cycle in wallabies by means of a visceral piston, but no entrainment of the cardiac cycle has been observed. The consequences of these phenomena are discussed. Marsupials appear to exploit their low body temperatures as a means of storing heat generated during running. Paradoxically, this does not lessen their dependence on evaporative heat loss.