Recognizing human activities from multi-channel time series data collected from wearable sensors is ever more practical in real-world applications. For those applications, a challenge comes from coherent activities and body movements, like moving head during walking or sitting, because signals of different movements are mixed and interfered with each other. A basic multi-label classification is typically assuming independence within multiple activities, which is over-simplified and reduces modeling power even using those state-of-the-art deep methods. In this paper, we investigate this new problem, so-called ``Coherent Human Activity Recognition (Co-HAR)'', which keeps the complete conditional dependency of multiple labels. Additionally, we consider such Co-HAR as a dense labelling problem that classifies each sample on a time step with multiple coherent labels to provide high-fidelity and duration-varied support to high-precision applications. To explicitly model conditional dependency, a novel condition-aware deep architecture ``Conditional-UNet'' is developed to allow multiple dense labeling for Co-HAR. We also contribute a first-of-its-kind Co-HAR dataset for head gesture recognition in coherence with a user's walking or sitting to research communities. Experiments on this dataset show that our model outperforms existing deep methods, and especially achieve up to 92% accuracy on head gesture classification in coherence.