Low birth weight is associated with adult mental health, cognitive and socioeconomic problems. However, the causal nature of these associations remains difficult to establish owing to confounding. To estimate the contribution of birth weight to adult mental health, cognitive and socioeconomic outcomes using two-sample Mendelian randomisation, an instrumental variable approach strengthening causal inference. We used 48 independent single-nucleotide polymorphisms as genetic instruments for birth weight (genome-wide association studies' total sample: n = 264 498) and considered mental health (attention-deficit hyperactivity disorder (ADHD), autism spectrum disorder, bipolar disorder, major depressive disorder, obsessive-compulsive disorder, post-traumatic stress disorder (PTSD), schizophrenia, suicide attempt), cognitive (intelligence) and socioeconomic (educational attainment, income, social deprivation) outcomes. We found evidence for a contribution of birth weight to ADHD (OR for 1 s.d. unit decrease (~464 g) in birth weight, 1.29; 95% CI 1.03-1.62), PTSD (OR = 1.69; 95% CI 1.06-2.71) and suicide attempt (OR = 1.39; 95% CI 1.05-1.84), as well as for intelligence (β = -0.07; 95% CI -0.13 to -0.02) and socioeconomic outcomes, i.e. educational attainment (β = -0.05; 95% CI -0.09 to -0.01), income (β = -0.08; 95% CI -0.15 to -0.02) and social deprivation (β = 0.08; 95% CI 0.03-0.13). However, no evidence was found for a contribution of birth weight to the other examined mental health outcomes. Results were consistent across a wide range of sensitivity analyses. These findings support the hypothesis that birth weight could be an important element on the causal pathway to mental health, cognitive and socioeconomic outcomes.