The aim of this study was to develop a physical activity advisory system supporting the correct implementation of sport exercises using inertial sensors and machine learning algorithms. Specifically, three mobile sensors (tags), six stationary anchors and a system-controlling server (gateway) were employed for 15 scenarios of the series of subsequent activities, namely squats, pull-ups and dips. The proposed solution consists of two modules: an activity recognition module (ARM) and a repetition-counting module (RCM). The former is responsible for extracting the series of subsequent activities (so-called scenario), and the latter determines the number of repetitions of a given activity in a single series. Data used in this study contained 488 three defined sport activity occurrences. Data processing was conducted to enhance performance, including an overlapping and non-overlapping window, raw and normalized data, a convolutional neural network (CNN) with an additional post-processing block (PPB) and repetition counting. The developed system achieved satisfactory accuracy: CNN + PPB: non-overlapping window and raw data, 0.88; non-overlapping window and normalized data, 0.78; overlapping window and raw data, 0.92; overlapping window and normalized data, 0.87. For repetition counting, the achieved accuracies were 0.93 and 0.97 within an error of ±1 and ±2 repetitions, respectively. The archived results indicate that the proposed system could be a helpful tool to support the correct implementation of sport exercises and could be successfully implemented in further work in the form of web application detecting the user’s sport activity.