The aim of this study was to examine the associations between sitting time, weight, and weight gain in Australian women born in 1946–1951. Data were from 8,233 women who completed surveys for the Australian Longitudinal Study on Women's Health (ALSWH) in 2001, 2004, and 2007. Associations between sitting time and weight, and between sitting time and weight change in each 3-year period were examined using repeated measures modeling. The associations between weight and change in sitting time were also examined. Analyses were stratified for BMI categories: normal weight (18.5 ≤ BMI < 25), overweight (25 ≤ BMI < 30), and obese (BMI ≥ 30). In cross-sectional models, each additional hour of sitting time was associated with 110 g (95% confidence interval (CI): 40–180) and 260 g (95% CI: 140–380) additional weight in overweight and obese women, respectively (fully adjusted model). In prospective analyses, sitting time was not consistently associated with weight change, after adjustment for other variables, and weight was not associated with change in sitting time over successive 3-year periods. In conclusion, although the cross-sectional associations between sitting time and weight were evident in overweight and obese women, there was no consistent association between sitting time and weight gain. A potential explanation is that prospective associations may only be apparent over longer periods of time. These results do not support a role for reducing sitting time as a short-term means of weight control in mid-aged women.