Background: Few studies on long-term exposure to air pollution and mortality have been reported from Europe. Within the multicentre European Study of Cohorts for Air Pollution Effects (ESCAPE), we aimed to investigate the association between natural-cause mortality and long-term exposure to several air pollutants. Methods: We used data from 22 European cohort studies, which created a total study population of 367 251 participants. All cohorts were general population samples, although some were restricted to one sex only. With a strictly standardised protocol, we assessed residential exposure to air pollutants as annual average concentrations of particulate matter (PM) with diameters of less than 2·5 μm (PM2·5), less than 10 μm (PM10), and between 10 μm and 2·5 μm (PMcoarse), PM2.5 absorbance, and annual average concentrations of nitrogen oxides (NO2 and NOx), with land use regression models. We also investigated two traffic intensity variables-traffic intensity on the nearest road (vehicles per day) and total traffic load on all major roads within a 100 m buffer. We did cohort-specific statistical analyses using confounder models with increasing adjustment for confounder variables, and Cox proportional hazards models with a common protocol. We obtained pooled effect estimates through a random-effects meta-analysis. Findings: The total study population consisted of 367 251 participants who contributed 5 118 039 person-years at risk (average follow-up 13·9 years), of whom 29 076 died from a natural cause during follow-up. A significantly increased hazard ratio (HR) for PM2·5 of 1·07 (95% CI 1·02-1·13) per 5 μg/m3 was recorded. No heterogeneity was noted between individual cohort effect estimates (I2 p value=0·95). HRs for PM2·5 remained significantly raised even when we included only participants exposed to pollutant concentrations lower than the European annual mean limit value of 25 μg/m3 (HR 1·06, 95% CI 1·00-1·12) or below 20 μg/m3 (1·07, 1·01-1·13). Interpretation: Long-term exposure to fine particulate air pollution was associated with natural-cause mortality, even within concentration ranges well below the present European annual mean limit value. Funding: European Community's Seventh Framework Program (FP7/2007-2011).