Aim In short‐term studies, hormonal contraceptives (HC) have been suggested to induce a rise in blood pressure (BP) and urinary albumin excretion (UAE), while the effect of HC in renal function (GFR) is still under debate. Data on long‐term and withdrawal effects of HC use on these outcomes are, however, not available. We therefore studied whether the start and cessation of HC induce changes in BP, UAE and GFR. Methods We used data from the PREVEND Study, a prospective cohort of subjects aged 28–75 years. Eligible were women aged ≤ 45 years with complete clinical and pharmacy data on baseline and follow‐up screening (4 years later). Multivariate regression analysis was used to estimate the effects of HC on BP, UAE and GFR in those who started (n = 73), stopped (n = 117) or continued (n = 183) with those who never used HC (n = 286) as the reference group. Results BP increased among starters and fell in stoppers. These changes compared with never‐users were statistically significant, even after adjustment for relevant variables. UAE increased by 14.2% in starters (P = 0.074) and fell by 10.6% in stoppers (P = 0.021), while GFR fell by 6.3% in starters (P < 0.001) and did not change in stoppers. The effects of stopping HC on UAE and GFR were significantly different compared with changes among never‐users, even after adjustment for other variables (P = 0.023 and 0.036, respectively). Conclusions The start of HC was independently associated with worsening of BP, UAE and GFR, while stopping HC use resulted in an improvement. These data suggest that long‐term HC use (aged 28–45 years) may be deleterious from the cardiovascular and renal point of view, but stopping may result in correction of these effects.