OBJECTIVE: To assess the extent of error present in self-reported weight data in the Women's Health Initiative, variables that may be associated with error, and to develop methods to reduce any identified error. DESIGN: Prospective cohort study. SETTING: Forty clinical centres in the USA.ParticipantsWomen (n 75 336) participating in the Women's Health Initiative Observational Study (WHI-OS) and women (n 6236) participating in the WHI Long Life Study (LLS) with self-reported and measured weight collected about 20 years later (2013-2014). RESULTS: The correlation between self-reported and measured weights was 0.97. On average, women under-reported their weight by about 2 lb (0.91 kg). The discrepancies varied by age, race/ethnicity, education and BMI. Compared with normal-weight women, underweight women over-reported their weight by 3.86 lb (1.75 kg) and obese women under-reported their weight by 4.18 lb (1.90 kg) on average. The higher the degree of excess weight, the greater the under-reporting of weight. Adjusting self-reported weight for an individual's age, race/ethnicity and education yielded an identical average weight to that measured. CONCLUSIONS: Correlations between self-reported and measured weights in the WHI are high. Discrepancies varied by different sociodemographic characteristics, especially an individual's BMI. Correction of self-reported weight for individual characteristics could improve the accuracy of assessment of obesity status in postmenopausal women.