OBJECTIVES: To mitigate risk of mortality from coronavirus 2019 infection (COVID-19), the UK government recommended 'shielding' of vulnerable people through self-isolation for 12 weeks. METHODS: A retrospective cohort study using a nationally representative English primary care database comparing people aged >=40years who were recorded as being advised to shield using a fixed ratio of 1:1, matching to people with the same diagnoses not advised to shield (n=77,360 per group). Time-to-death was compared using Cox regression, reporting the hazard ratio (HR) of mortality between groups. A sensitivity analysis compared exact matched cohorts (n=24,752 shielded, n=61,566 exact matches). RESULTS: We found a time-varying HR of mortality between groups. In the first 21 days, the mortality risk in people shielding was half those not (HR=0.50, 95%CI:0.41-0.59. p<0.0001). Over the remaining nine weeks, mortality risk was 54% higher in the shielded group (HR=1.54, 95%CI:1.41-1.70, p<0.0001). Beyond the shielding period, mortality risk was over two-and-a-half times higher in the shielded group (HR=2.61, 95%CI:2.38-2.87, p<0.0001). CONCLUSIONS: Shielding halved the risk of mortality for 21 days. Mortality risk became higher across the remainder of the shielding period, rising to two-and-a-half times greater post-shielding. Shielding may be beneficial in the next wave of COVID-19.