Survival from melanoma is strongly related to tumour thickness, thus earlier diagnosis has the potential to reduce mortality from this disease. However, in the absence of conclusive evidence that clinical skin examination reduces mortality, evidence-based assessments do not recommend population screening. We aimed to assess whether clinical whole-body skin examination is associated with a reduced incidence of thick melanoma and also whether screening is associated with an increased incidence of thin lesions (possible overdiagnosis). We conducted a population-based case-control study of all Queensland residents aged 20–75 years with a histologically confirmed first primary invasive cutaneous melanoma diagnosed between January 2000 and December 2003. Telephone interviews were completed by 3,762 eligible cases (78.0%) and 3,824 eligible controls (50.4%). Whole-body clinical skin examination in the three years before diagnosis was associated with a 14% lower risk of being diagnosed with a thick melanoma (>0.75 mm) (OR = 0.86, 95% CI = 0.75, 0.98). Risk decreased for melanomas of increasing thickness: the risk of being diagnosed with a melanoma 0.76–1.49 mm was reduced by 7% (OR = 0.93, 95% CI 0.79, 1.10), by 17% for melanomas 1.50–2.99 mm (OR = 0.83, 95% CI = 0.65, 1.05) and by 40% for melanomas ≥3 mm (OR = 0.60, 95% CI = 0.43, 0.83). Screening was associated with a 38% higher risk of being diagnosed with a thin invasive melanoma (≤0.75 mm) (OR = 1.38, 95% CI = 1.22, 1.56). This is the strongest evidence to date that whole-body clinical skin examination reduces the incidence of thick melanoma. Because survival from melanoma is strongly related to tumour thickness, these results suggest that screening would reduce melanoma mortality.