Land-use regression (LUR) and dispersion models (DM) are commonly used for estimating individual air pollution exposure in population studies. Few comparisons have however been made of the performance of these methods. Within the European Study of Cohorts for Air Pollution Effects (ESCAPE) we explored the differences between LUR and DM estimates for NO2, PM10 and PM2.5. The ESCAPE study developed LUR models for outdoor air pollution levels based on a harmonised monitoring campaign. In thirteen ESCAPE study areas we further applied dispersion models. We compared LUR and DM estimates at the residential addresses of participants in 13 cohorts for NO2; 7 for PM10 and 4 for PM2.5. Additionally, we compared the DM estimates with measured concentrations at the 20–40 ESCAPE monitoring sites in each area. The median Pearson R (range) correlation coefficients between LUR and DM estimates for the annual average concentrations of NO2, PM10 and PM2.5 were 0.75 (0.19–0.89), 0.39 (0.23–0.66) and 0.29 (0.22–0.81) for 112,971 (13 study areas), 69,591 (7) and 28,519 (4) addresses respectively. The median Pearson R correlation coefficients (range) between DM estimates and ESCAPE measurements were of 0.74 (0.09–0.86) for NO2; 0.58 (0.36–0.88) for PM10 and 0.58 (0.39–0.66) for PM2.5. LUR and dispersion model estimates correlated on average well for NO2 but only moderately for PM10 and PM2.5, with large variability across areas. DM predicted a moderate to large proportion of the measured variation for NO2 but less for PM10 and PM2.5. •We compared LUR and dispersion model exposure estimates at individual level.•We applied both methods at addresses for multiple cohorts in Europe (n=112,971).•Correlations between methods on average were better for NO2 than PM.•Both methods may be used for studies on traffic-related air pollution epidemiology.