It is suggested that nutrient densities are less affected by measurement errors than absolute intake estimates of dietary exposure. We compared the validity of absolute intakes and densities of protein (kJ from protein/total energy (kJ)), potassium, and sodium (potassium or sodium (in mg)/total energy (kJ)) assessed by different dietary assessment methods. For 69 Dutch subjects, two duplicate portions (DPs), five to fifteen 24-h dietary recalls (24 hRs, telephone-based and web-based) and two food frequency questionnaires (FFQs) were collected and compared to duplicate urinary biomarkers and one or two doubly labelled water measurements. Multivariate measurement error models were used to estimate validity coefficients (VCs) and attenuation factors (AFs). This research showed that group bias diminished for protein and sodium densities assessed by all methods as compared to the respective absolute intakes, but not for those of potassium. However, the VCs and AFs for the nutrient densities did not improve compared to absolute intakes for all four methods; except for the AF of sodium density (0.71) or the FFQ which was better than that of the absolute sodium intake (0.51). Thus, using nutrient densities rather than absolute intakes does not necessarily improve the performance of the DP, FFQ, or 24 hR.