Residential relocation is increasingly used as a natural experiment in epidemiological studies to assess the health impact of changes in environmental exposures. Since the likelihood of relocation can be influenced by individual characteristics that also influence health, studies may be biased if the predictors of relocation are not appropriately accounted for. Using data from Swedish and Dutch adults (SDPP, AMIGO), and birth cohorts (BAMSE, PIAMA), we investigated factors associated with relocation and changes in multiple environmental exposures across life stages. We used logistic regression to identify baseline predictors of moving, including sociodemographic and household characteristics, health behaviors and health. We identified exposure clusters reflecting three domains of the urban exposome (air pollution, grey surface, and socioeconomic deprivation) and conducted multinomial logistic regression to identify predictors of exposome trajectories among movers. On average, 7 % of the participants relocated each year. Before relocating, movers were consistently exposed to higher levels of air pollution than non-movers. Predictors of moving differed between the adult and birth cohorts, highlighting the importance of life stages. In the adult cohorts, moving was associated with younger age, smoking, and lower education and was independent of cardio-respiratory health indicators (hypertension, BMI, asthma, COPD). Contrary to adult cohorts, higher parental education and household socioeconomic position were associated with a higher probability of relocation in birth cohorts, alongside being the first child and living in a multi-unit dwelling. Among movers in all cohorts, those with a higher socioeconomic position at baseline were more likely to move towards healthier levels of the urban exposome. We provide new insights into predictors of relocation and subsequent changes in multiple aspects of the urban exposome in four cohorts covering different life stages in Sweden and the Netherlands. These results inform strategies to limit bias due to residential self-selection in epidemiological studies using relocation as a natural experiment.