Few European studies have investigated the effects of long-term exposure to both fine particulate matter (≤ 2.5 µm; PM2.5) and nitrogen dioxide (NO2) on mortality. We studied the association of exposure to NO2, PM2.5, and traffic indicators on cause-specific mortality to evaluate the form of the concentration-response relationship. We analyzed a population-based cohort enrolled at the 2001 Italian census with 9 years of follow-up. We selected all 1,265,058 subjects ≥ 30 years of age who had been living in Rome for at least 5 years at baseline. Residential exposures included annual NO2 (from a land use regression model) and annual PM2.5 (from a Eulerian dispersion model), as well as distance to roads with > 10,000 vehicles/day and traffic intensity. We used Cox regression models to estimate associations with cause-specific mortality adjusted for individual (sex, age, place of birth, residential history, marital status, education, occupation) and area (socioeconomic status, clustering) characteristics. Long-term exposures to both NO2 and PM2.5 were associated with an increase in nonaccidental mortality hazard ratio (HR) = 1.03 (95% CI: 1.02, 1.03) per 10-µg/m3 NO2; HR = 1.04 (95% CI: 1.03, 1.05) per 10-µg/m3 PM2.5. The strongest association was found for ischemic heart diseases (IHD) HR = 1.10 (95% CI: 1.06, 1.13) per 10-µg/m3 PM2.5, followed by cardiovascular diseases and lung cancer. The only association showing some deviation from linearity was that between NO2 and IHD. In a bi-pollutant model, the estimated effect of NO2 on mortality was independent of PM2.5. This large study strongly supports an effect of long-term exposure to NO2 and PM2.5 on mortality, especially from cardiovascular causes. The results are relevant for the next European policy decisions regarding air quality.