Triathlon was on the Olympic Program for the second time, after making its Olympic début in 2000. As in 2000, there were two events, an Olympic Distance competition men and women – 1.5 km swim, 40 km bike, 10 km swim. The events were held at the Vouliagmeni Olympic Centre, which was set up for the 2004 Olympics. Located in Vouliagmeni, a small seaside town 20 km south of Athina, the swim started in the bay off Vouliagmeni, with the race transitions in the Olympic Centre and finishing there in front of small stands set up for the spectators.
Although triathlon had only been approved provisionally for the 2000 Olympic Program, it had been very popular in Sydney, and this continued in Athina, with the sport now being fully accepted onto the Olympic Program.