Urinary albumin excretion is a powerful predictor of progressive cardiovascular and renal disease. In rats and humans, administration of a synthetic vasopressin analogue, 1-desamino-8-D-arginine-vasopressin, increases urinary albumin excretion; however, it is unknown if endogenous vasopressin levels influence albumin excretion. To determine this we measured copeptin, a marker of endogenous vasopressin levels, and its association with urinary albumin excretion in 7593 patients in the PREVEND study, a prospective population based, observational cohort. Urinary albumin excretion was measured in two consecutive 24-h urine samples by nephelometry while copeptin was measured by an immunoassay. Median copeptin concentrations were significantly higher in males than females and high levels were associated with significantly lower 24-h urine volumes of high osmolarity. With increasing quintiles of copeptin levels, the percentage of microalbuminuric subjects increased from 13 to 25 for males and from 8 to15 for females. This association was independent of age and other potential confounders; however, we found an interaction between age and copeptin in their association with urinary albumin excretion. Our study shows that plasma copeptin levels are associated with microalbuminuria, consistent with the hypothesis that vasopressin is involved in urinary albumin excretion. If future studies show that this association is causal, then drinking more water or pharmacological intervention to decrease plasma vasopressin may have beneficial effects on the kidney, especially in the elderly.