BACKGROUND AND OBJECTIVES: This study examined socioeconomic, lifestyle, and health factors associated with response to annual mail questionnaires in a longitudinal study from 1990 through 2000 within the French GAZEL cohort. METHODS: Twenty thousand six hundred twenty-four participants volunteered in 1989, and received each year a questionnaire. As responding one given year was not independent of responding in other years, mixed models were used to analyze the variables associated with response. RESULTS: Higher response rates were associated with gender (male), age (older), managerial status, and retirement. Smoking and alcohol drinking at baseline were associated with lower participation. Subjects who had at least three sick leaves were less likely to respond, especially for absence for psychiatric and alcohol-related diseases among men. Those who had rated their health as bad at baseline were less prone to respond during the follow-up. Attrition in subsequent response to questionnaires was associated with cancer diagnosis and with episodes of coronary heart disease for men. CONCLUSION: Most of the variables that predicted initial participation were also associated with continued participation during follow-up. Health problems strongly predicted attrition, whereas socioeconomic factors played a weaker role. Withdrawing is a reversible state and considering only one episode of nonparticipation could be misleading.