OBJECTIVES: To examine duration of sickness absence as a risk marker for future mortality by socioeconomic position among all private sector employees in Denmark 1998-2004. Design, SETTING AND PARTICIPANTS: This prospective cohort study studied all residents in Denmark employed in the private sector receiving sickness absence compensation from the municipality in 1998. A total of 236 207 persons (38.2% women, 61.8% men, age range 18-65, mean age 37.8) who were still alive 1 January 2001 were included in the study. Mortality during the period 1 January 2001 through 31 December 2004 was assessed using national register data. Deaths in 1999 and 2000 were excluded to determine the status of sickness absence duration as an early risk marker. For analyses within occupational grades data were available for a sub-population of 137 607 study participants. RESULTS: A total of 3040 persons died during follow-up. The age-adjusted risk of future mortality increased by duration of sickness absence in a graded fashion among men and those in non-blue-collar occupations. Among women and blue-collar workers, there was no association of mortality with duration of sickness absences below six weeks. However, employees with 6+ weeks of absence compared to those with 1 week of absence had a substantial excess risk of death in all groups; adjusted hazard ratio 2.2 (95% confidence interval 1.8-2.7) for women; 2.1 (1.8-2.4) for men; 3.7 (1.9-7.2) in white collar occupations; 3.3 (2.2-5.0) in intermediate grades; and 2.0 (1.7-2.3) in blue collar occupations. CONCLUSION: Administratively collected data on sickness absence compensation for periods of six weeks or more identified "at risk" groups for future excess mortality in male and female private sector employees across occupational grade levels.