Background: It is well known that obesity complicates the course of several diseases. However, it is unknown whether obesity affects the risk of infection among healthy individuals. Methods: We included 37,808 healthy participants from the Danish Blood Donor Study, who completed a questionnaire on health-related items. Obesity was defined as a body mass index ≥ 30 kg/m2. Infections among participants were identified by relevant ICD-10 codes in the Danish National Patient Register and Anatomical Therapeutic Chemical (ATC) codes in the Danish Prescription Register. Multivariable Cox proportional hazards analysis with age as the underlying timescale was used as the statistical model. Results: During 113,717 person-years of observation, 1,233 participants were treated for infection at a hospital. Similarly, during 58,411 person-years of observation, 15,856 participants filled at least one prescription of antimicrobials. Obesity was associated with risk of hospital-based treatment for infection (women: hazard ratio [HR] = 1.5, 95% confidence interval [CI] = 1.1, 1.9; men: HR = 1.5, 95% CI = 1.2, 1.9). For specific infections, obesity was associated with increased risk of abscesses (both sexes), infections of the skin and subcutaneous tissue (men), and respiratory tract infections and cystitis (women). Similarly, obesity was associated with filled prescriptions of antimicrobials overall (women: HR = 1.22, 95% CI = 1.14, 1.30; men: HR = 1.23, 95% CI: 1.15, 1.33) and particularly with phenoxymethylpenicillin, macrolides, dicloxacillin and flucloxacillin, and broad-spectrum penicillins. Conclusions: In a large cohort of healthy individuals, obesity was associated with risk of infection. This result warrants further studies of metabolism and the immune response.