Little is known about the health sequelae of pneumonia in persons with chronic kidney disease (CKD). We studied adults with CKD in Stockholm during 2006-11, who not previously been diagnosed with lower respiratory tract infections. We used multivariable-adjusted Cox regression with pneumonia as a time-varying exposure to estimate hazard ratios (HRs) [95% confidence intervals (CIs)] for the events of death, major adverse cardiovascular events (MACEs), acute kidney injury (AKI), CKD progression or hospitalization for urinary tract infections (UTIs)/sepsis. Cataract and knee/joint replacement served as negative control outcomes. We identified 71 931 adults (mean age 79 years, 59% women), of whom 8379 (12%) were diagnosed with pneumonia during follow-up; incident pneumonia was associated with 10 times higher adjusted mortality risk during the first 90 days [HR = 10.0, 95% confidence interval (CI) 9.5-10.5] and double the mortality beyond 90 days from pneumonia diagnosis (HR = 2.0; 95% CI 1.9-2.1). Incident pneumonia was similarly associated with higher adjusted risk of MACE (<90 days: HR = 12.6; 95% CI 12.0-13.3; ≥90 days: HR = 1.5; 95% CI 1.4-1.6). The adjusted risk of CKD progression and UTI/sepsis hospitalization was highest within 90 days from pneumonia but remained elevated thereafter. For AKI, the association with incident pneumonia was only seen within 90 days. Neither cataract nor knee/joint replacement was related to pneumonia. Incident pneumonia was associated with increased risks of MACE, CKD progression, severe UTI/sepsis and death, with risks highest soon after pneumonia diagnosis but extending beyond 90 days. Our findings highlight the susceptibility for adverse outcomes of CKD patients following pneumonia diagnosis, and may inform clinical decisions regarding vaccination strategies. © The Author(s) 2019. Published by Oxford University Press on behalf of ERA-EDTA.