Neighborhood effects research is plagued by the inability to circumvent selection effects —the process of people sorting into neighborhoods. Data from two British Birth Cohorts, 1958 (ages 16, 23, 33, 42, 55) and 1970 (ages 16, 24, 34, 42), and structural equation modelling, were used to investigate life course relationships between body mass index (BMI) and area deprivation (addresses at each age linked to the closest census 1971–2011 Townsend score [TOWN], re-calculated to reflect consistent 2011 lower super output area boundaries). Initially, models were examined for: (1) area deprivation only, (2) health selection only and (3) both. In the best-fitting model, all relationships were then tested for effect modification by residential mobility by inclusion of interaction terms. For both cohorts, both BMI and area deprivation strongly tracked across the life course. Health selection, or higher BMI associated with higher area deprivation at the next study wave, was apparent at three intervals: 1958 cohort, BMI at age 23 y and TOWN at age 33 y and BMI at age 33 y and TOWN at age 42 y; 1970 cohort, BMI at age 34 y and TOWN at age 42 y, while paths between area deprivation and BMI at the next interval were seen in both cohorts, over all intervals, except for the association between TOWN at age 23 y and BMI at age 33 y in the 1958 cohort. None of the associations varied by moving status. In conclusion, for BMI, selective migration does not appear to account for associations between area deprivation and BMI across the life course.