OBJECTIVES: To examine potential reciprocal associations between common mental disorders and obesity, and to assess whether dose-response relations exist. DESIGN: Prospective cohort study with four measures of common mental disorders and obesity over 19 years (Whitehall II study). SETTING: Civil service departments in London. PARTICIPANTS: 4363 adults (28% female, mean age 44 years at baseline). MAIN OUTCOME: Common mental disorder defined as general health questionnaire "caseness;" overweight and obesity based on Word Health Organization definitions. RESULTS: In models adjusted for age, sex, and body mass index at baseline, odds ratios for obesity at the fourth screening were 1.33 (95% confidence interval 1.00 to 1.77), 1.64 (1.13 to 2.36), and 2.01 (1.21 to 3.34) for participants with common mental disorder at one, two, or three preceding screenings compared with people free from common mental disorder (P for trend<0.001). The corresponding mean differences in body mass index at the most recent screening were 0.20, 0.31, and 0.50 (P for trend<0.001). These associations remained after adjustment for baseline characteristics related to mental health and exclusion of participants who were obese at baseline. In addition, obesity predicted future risk of common mental disorder, again with evidence of a dose-response relation (P for trend=0.02, multivariable model). However, this association was lost when people with common mental disorder at baseline were excluded (P for trend=0.33). CONCLUSIONS: These findings suggest that in British adults the direction of association between common mental disorders and obesity is from common mental disorder to increased future risk of obesity. This association is cumulative such that people with chronic or repeat episodes of common mental disorder are particularly at risk of weight gain.