Studies have reported a higher mortality risk associated with weight loss, particularly in middle-aged and older adults, although some of these studies did find that gaining weight was also associated with an increased mortality risk. We examined changes in weight in relation to mortality in a prospective population-based cohort study of men and women, resident in Norfolk, UK. Participants were assessed at baseline (1993-1997) and at a second examination (1998-2000), as part of the European Prospective Investigation into Cancer and Nutrition (EPIC-Norfolk) study, and followed up to 2015 for mortality. Participants with a self-reported history of cancer or cardiovascular disease, body mass index < 18.5 kg/m2 or missing data on adjustment variables, at either time-point were excluded, leaving 12,580 participants, aged 39-78 in 1993-1997, eligible for analyses. Cox proportional hazards models were used to determine Hazard Ratios (HRs) for all-cause (2603 deaths), cardiovascular (749 deaths), cancer (981 deaths), respiratory (226 deaths) and other causes of mortality (647 deaths) by categories of weight change. After multivariate adjustment, the HRs (95% CIs) for all-cause mortality for men and women who lost more than 5 kg were 1.85 (1.48-2.31) and 1.64 (1.31-2.05) respectively. Higher hazards were also found for specific causes of mortality and weight loss > 5 kg. Similar associations were observed after excluding deaths in the first 5 years of follow-up. Results for weight gain were inconclusive. We conclude that objectively measured weight loss, but not weight gain, was associated with subsequent higher mortality risk in this population-based study of middle-aged and elderly men and women. However, undiagnosed, pre-existing disease and the inability to account for weight cycling need to be remembered when interpreting these results. Unravelling the causal pathways underlying this association will require more detailed studies, including that of changes in body composition.