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Background: The aim was to study the impact of psychosocial risk factors on long-term sickness absence due to mental health problems (LSA-MH) or musculoskeletal disorders (LSA-MSD) in 2983 Belgian middle-aged workers. Methods: Data were collected from 1372 male and 1611 female workers in the Belstress III study. Considered psychosocial risk factors were job demands, job control, social support, job strain, efforts, rewards, effort–reward imbalance and bullying. Prospective registered sickness absence data were collected during 12 months follow-up; the causes for long-term sickness absence episodes of at least 15 consecutive days were obtained by contacting the general practitioner of the worker. Multiple logistic regression models were used to investigate the relationship between the psychosocial risk factors and LSA-MH and LSA-MSD. Results: Higher levels of rewards at baseline were independently and significantly associated with a lower risk for LSA-MH. Higher levels of control were associated with a lower risk for LSA-MSD during follow-up. Higher job demands and efforts were significantly related to a lower risk for LSA-MSD. Finally, bullying was significantly and independently related to both LSA-MH and LSA-MSD during the follow-up period. Conclusions: These results suggest that psychosocial risk factors are related to LSA-MH and LSA-MSD, of which especially bullying seems to be a potent stressor.