Want to shape up? The FBI's new Physical Fitness Test app encourages users to train like a field agent.

The FBI's full privacy policy, which the agency told CNBC also applies to its app, says users "are subject to having all of their activities monitored and recorded."

It's not clear from the privacy policy exactly what data is collected and how much users are being monitored.

The FBI told CNBC it doesn't collect personally identifiable information from the app, but experts say the policy is confusing.

"The more and more that government agencies start using apps in order to interact with the public, the more important it becomes that they're very clear about what the app does," said Jeramie Scott, national security counsel at the Electronic Privacy Information Center, a research group that focuses on emerging privacy and civil liberties issues.

As of mid-September, roughly 28,000 people have downloaded the app since its release in July, according to the FBI.

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