Individuals’ labour market status and health are known to be highly correlated. To investigate this association beyond prime working ages, we study how all-cause mortality at ages 65–70 relates to different labour market positions at ages 50–64. The data stem from random samples of the Finnish population, which make it possible to follow 33,000 individuals in the period 1987–2011. Hazard models are estimated to quantify the associations. For both men and women, disability pensioners have a hazard of dying at age 65+ that is approximately twice that of persons who were employed, and this ratio still exceeds 1.5 when socioeconomic and demographic variables are included. Also male unemployment, but not female, is associated with an elevated mortality risk, but this interrelation depends greatly on socioeconomic position.