In the last decade, sport performance assessment has significantly transformed due to the appearance of disruptive technologies. Subjective pen and paper notations have evolved into advanced wearable sensing systems that acquire performance-related data. The selection of adequate performance metric variables always causes a debate in sport physiology, and this becomes more relevant once new biochemical indicators are proposed, such as sweat lactate. Here, we analyze the correlation of real-time sweat lactate, obtained with a validated wearable biosensor, with the typical physiological parameters often recorded in sports laboratories (e.g., blood lactate, Borg scale for the rating of perceived exertion, heart rate, power output, blood glucose, and respiratory quotient). We found that the heart rate, power output, Borg scale, and blood lactate relate to sweat lactate in independent individuals during cycling activity. Hence, we demonstrate the potential to associate non-invasive, quantitative, and personalized analysis with sport practice.