Triceps skinfold thickness (TSF) is a surrogate marker of subcutaneous fat. Evidence is limited about the association of sex-specific TSF with the risk of all-cause mortality among maintenance haemodialysis (MHD) patients. We aimed to investigate the longitudinal relationship of TSF with all-cause mortality among MHD patients. A multicenter prospective cohort study was performed on 1034 patients undergoing MHD. The primary outcome was all-cause mortality. The median (interquartile range) of TSF was 9·7 (6·3–13·3 mm) in males and 12·7 (10·0–18·0 mm) in females. Over a median follow-up of 4·4 years (interquartile range, 2·4–7·9 years), there were 548 (53·0 %) deaths. When TSF was assessed as sex-specific quartiles, compared with those in quartile 1, the adjusted hazard ratio (HR) (95 % CI) of all-cause mortality in quartile 2, quartile 3 and quartile 4 was 0·93 (0·73, 1·19), 0·75 (0·58, 0·97) and 0·69 (0·52, 0·92), respectively (P for trend = 0·005). Moreover, when analysed by sex, increased TSF (≥9·7 mm for males and ≥18 mm for females) was significantly associated with a reduced risk of all-cause mortality (quartile 3–4 v. quartile 1–2; HR, 0·70; 95 % CI: 0·55, 0·90 in males; quartile 4 v. quartile 1–3; HR, 0·69; 95 % CI: 0·48, 1·00 in females). In conclusion, high TSF was significantly associated with a lower risk of all-cause mortality in MHD patients.