Self-continuity refers to the sense of being the same person across one’s past, present, and future. It is associated with physical and mental health, varies by age, and is sensitive to prior life experiences. However, little is known about how self-continuity is intertwined with longitudinal health changes. This preregistered study draws on data from 1,655 participants (aged 18–94, M = 52.73, 53% women) of the German Socio-Economic Panel Innovation Sample. We used latent growth models to examine the associations of current levels and preceding multiyear changes of physical and mental health with subsequent self-continuity—both for average self-continuity and for temporal patterns of self-continuity (i.e., relative self-continuity for past vs. future and close vs. distant time points of 1, 5, and 10 years). The associations between health and self-continuity were most consistent and strongest for (a) past self-continuity relative to future self-continuity, (b) subjective health and all three mental health indicators relative to physical health indicators, (c) concurrent health levels relative to preceding changes, and (d) older adults relative to young and middle-aged adults. Findings extend our understanding of how longitudinal shifts in physical and mental health are associated with concurrent self-continuity across adulthood and into old age.