© Objective To quantify the predictive value of unexpected weight loss (WL) for cancer according to patient's age, sex, smoking status, and concurrent clinical features (symptoms, signs, and abnormal blood test results). Design Diagnostic accuracy study. Setting Clinical Practice Research Datalink electronic health records data linked to the National Cancer Registration and Analysis Service in primary care, England. Participants 63 973 adults (≥18 years) with a code for unexpected WL from 1 January 2000 to 31 December 2012. Main outcome measures Cancer diagnosis in the six months after the earliest weight loss code (index date). Codes for additional clinical features were identified in the three months before to one month after the index date. Diagnostic accuracy measures included positive and negative likelihood ratios, positive predictive values, and diagnostic odds ratios. Results Of 63 973 adults with unexpected WL, 37 215 (58.2%) were women, 33 167 (51.8%) were aged 60 years or older, and 16 793 (26.3%) were ever smokers. 908 (1.4%) had a diagnosis of cancer within six months of the index date, of whom 882 (97.1%) were aged 50 years or older. The positive predictive value for cancer was above the 3% threshold recommended by the National Institute for Health and Care Excellence for urgent investigation in male ever smokers aged 50 years or older, but not in women at any age. 10 additional clinical features were associated with cancer in men with unexpected WL, and 11 in women. Positive likelihood ratios in men ranged from 1.86 (95% confidence interval 1.32 to 2.62) for non-cardiac chest pain to 6.10 (3.44 to 10.79) for abdominal mass, and in women from 1.62 (1.15 to 2.29) for back pain to 20.9 (10.7 to 40.9) for jaundice. Abnormal blood test results associated with cancer included low albumin levels (4.67, 4.14 to 5.27) and raised values for platelets (4.57, 3.88 to 5.38), calcium (4.28, 3.05 to 6.02), total white cell count (3.76, 3.30 to 4.28), and C reactive protein (3.59, 3.31 to 3.89). However, no normal blood test result in isolation ruled out cancer. Clinical features co-occurring with unexpected WL were associated with multiple cancer sites. Conclusion The risk of cancer in adults with unexpected WL presenting to primary care is 2% or less and does not merit investigation under current UK guidelines. However, in male ever smokers aged 50 years or older and in patients with concurrent clinical features, the risk of cancer warrants referral for invasive investigation. Clinical features typically associated with specific cancer sites are markers of several cancer types when they occur with unexpected WL.