The inverse association between body mass index (BMI) and mortality observed in patients treated with maintenance hemodialysis (MHD), also known as the obesity paradox, may be a result of residual confounding. Marginal structural model (MSM) analysis, a technique that accounts for time-varying confounders, may be more appropriate to investigate this association. We hypothesize that after applying MSM, the inverse association between BMI and mortality in MHD patients is attenuated. We examined the associations between BMI and all-cause mortality among 123 624 adult MHD patients treated during 2001-6. We examined baseline and time-varying BMI using Cox proportional hazards models and MSM while considering baseline and time-varying covariates, including demographics, comorbidities and markers of malnutrition and inflammation. The patients included 45% women and 32% African Americans with a mean age of 61(SD 15) years. In all models, BMI showed a linear incremental inverse association with mortality. Compared with the reference (BMI 25 to <27.5 kg/m(2)), a BMI of <18 kg/m(2) was associated with a 3.2-fold higher death risk [hazard ratio (HR) 3.17 (95% CI 3.05-3.29)], and mortality risks declined with increasing BMI with the greatest survival advantage of 31% lower risk [HR 0.69 (95% CI 0.64-0.75)] observed with a BMI of 40 to <45 kg/m(2). The linear inverse relationship between BMI and mortality is robust across models including MSM analyses that more completely account for time-varying confounders and biases.