Despite the high burden from exposure to both hot and cold weather each year in England and Wales, there has been relatively little investigation on who is most at risk, resulting in uncertainties in informing government interventions. To determine the subgroups of the population that are most vulnerable to heat-related and cold-related mortality. Ecological time-series study of daily mortality in all regions of England and Wales between 1993 and 2003, with postcode linkage of individual deaths to a UK database of all care and nursing homes, and 2001 UK census small-area indicators. A risk of mortality was observed for both heat and cold exposure in all regions, with the strongest heat effects in London and strongest cold effects in the Eastern region. For all regions, a mean relative risk of 1.03 (95% confidence interval (CI) 1.02 to 1.03) was estimated per degree increase above the heat threshold, defined as the 95th centile of the temperature distribution in each region, and 1.06 (95% CI 1.05 to 1.06) per degree decrease below the cold threshold (set at the 5th centile). Elderly people, particularly those in nursing and care homes, were most vulnerable. The greatest risk of heat mortality was observed for respiratory and external causes, and in women, which remained after control for age. Vulnerability to either heat or cold was not modified by deprivation, except in rural populations where cold effects were slightly stronger in more deprived areas. Interventions to reduce vulnerability to both hot and cold weather should target all elderly people. Specific interventions should also be developed for people in nursing and care homes as heat illness is easily preventable.