Integrase strand-transfer inhibitors (INSTIs) and tenofovir alafenamide have been associated with weight gain in several clinical trials and observational cohorts. However, whether weight gain associated with INSTIs and tenofovir alafenamide confers a higher risk of weight-related clinical events is unclear. We aimed to assess whether changes in BMI differentially increase hypertension or dyslipidaemia risk in people with HIV receiving INSTIs, tenofovir alafenamide, or both versus other contemporary regimens. This multicentre, prospective observational study analysed prospective data from RESPOND, an international consortium of HIV cohorts for which recruitment began in 2017 and is still ongoing from HIV clinics and hospitals in 37 European countries and Australia. Participants were eligible if they were aged 18 years or older, receiving INSTI-containing antiretroviral therapy (ART) regimens or a contemporary non-INSTI, did not have hypertension or dyslipidaemia at baseline, and had baseline and at least two follow-up BMI, lipid, and blood pressure measurements. We excluded participants without baseline CD4 or HIV RNA results and those receiving non-ART medications associated with weight changes, including antipsychotics and mood stabilisers, corticosteroids, insulin, and insulin secretagogues. They were followed up from baseline until the earliest hypertension or dyslipidaemia event, their last visit, or Dec 31, 2021, whichever was earlier. The primary outcomes were incidence of hypertension and dyslipidaemia, for which we used multivariable Poisson regression adjusted for time-updated BMI to determine unadjusted and adjusted incidence rate ratios (IRRs) of hypertension and dyslipidaemia in people receiving INSTIs, tenofovir alafenamide, or both, and tested for interaction between time-updated ART regimen and BMI. Of the 35 941 RESPOND participants, 9704 (7327 [75·5 %] male and 2377 [24·5%] female) were included in the hypertension analysis and 5231 (3796 [72·6%] male and 1435 [27·4%] female) were included in the dyslipidaemia analysis. In the univariable model, hypertension was more common in individuals receiving an INSTI with tenofovir alafenamide (IRR 1·70, 95% CI 1·54-1·88) or an INSTI without tenofovir alafenamide (1·41, 1·30-1·53) compared with those receiving neither INSTIs nor tenofovir alafenamide. Adjustment for time-updated BMI and confounders attenuated risk in participants receiving an INSTI with (IRR 1·48, 1·31-1·68) or without (1·25, 1·13-1·39) tenofovir alafenamide. Similarly, dyslipidaemia was more common in participants using tenofovir alafenamide with an INSTI (IRR 1·24, 1·10-1·40) and tenofovir alafenamide alone (1·22, 1·03-1·44) than in participants using neither INSTI nor tenofovir alafenamide. Adjustment for BMI and confounders attenuated the risk in participants receiving tenofovir alafenamide with an INSTI (adjusted IRR 1·21, 1·07-1·37), whereas the risk in those receiving tenofovir alafenamide alone became non-significant (1·15, 0·96-1·38). The associations between increasing BMI and risk of hypertension and dyslipidaemia did not differ between participants receiving different ART regimens (pinteraction=0·46 for hypertension; pinteraction=0·31 for dyslipidaemia). Although residual confounding cannot be entirely excluded, the use of INSTIs was associated with incident hypertension, and the use of tenofovir alafenamide was associated with dyslipidaemia, with the latter association partly mediated by weight gain. These results reiterate the need for hypertension and dyslipidaemia screening in people with HIV. The CHU St Pierre Brussels HIV Cohort, The Austrian HIV Cohort Study, The Australian HIV Observational Database, The AIDS Therapy Evaluation in the Netherlands national observational HIV cohort, The Brighton HIV Cohort, The National Croatian HIV Cohort, The EuroSIDA cohort, The Frankfurt HIV Cohort Study, The Georgian National AIDS Health Information System, The Nice HIV Cohort, The ICONA Foundation, The Modena HIV Cohort, The PISCIS Cohort Study, The Swiss HIV Cohort Study, The Swedish InfCare HIV Cohort, The Royal Free HIV Cohort Study, The San Raffaele Scientific Institute, The University Hospital Bonn HIV Cohort, The University of Cologne HIV Cohort, Merck Life Sciences, ViiV Healthcare, and Gilead Sciences.