Objective This study aimed to examine the course of workplace bullying and health correlates among Danish employees across a four-year period. Methods In total, 7502 public service and private sector employees participated in a 3-wave study from 2006 through 2011. Workplace bullying over the past 6–12 months and data on health characteristics were obtained by self-reports. We identified major depression using Schedules for Clinical Assessment in Neuropsychiatry interviews and the Major Depression Inventory. We performed cross-sectional and longitudinal analyses of outcomes according to self-labelled bullying at baseline using logistic regression. Results Reports of bullying were persistent across four years in 22.2% (57/257) of employees who initially reported bullying. Baseline associations between self-labelled bullying and sick-listing, poor self-rated health, poor sleep, and depressive symptoms were significant with adjusted odds ratios (OR) ranging from 1.8 [95% confidence interval (95% CI) 1.5–2.4] for poor sleep quality among those bullied “now and then” to 6.9 (95% CI 3.9–12.3) for depression among those reporting being bullied on a daily to monthly basis. In longitudinal analyses adjusting for bullying during follow-up, all health correlates except poor sleep quality persisted up to four years. Conclusion Self-reported health correlates of workplace bullying including sick-listing, poor self-rated health, depressive symptoms, and a diagnosis of depression tend to persist for several years regardless of whether bullying is discontinued or not. Independent measures of bullying and outcomes are needed to learn whether these findings reflect long lasting health consequences of workplace bullying or whether self-labelled workplace bullying and health complaints are correlated because of common underlying factors.