The FAMILY Cohort is a longitudinal study of health, happiness and family harmony (the '3Hs') at individual, household and neighbourhood levels in Hong Kong. Using a family living in the same household as the sampling unit, the study (n = 20 279 households and 46 001 participants) consists of a composite sample from several sources, including: a population-representative random core sample (n = 8115 households and 19 533 participants); the first-degree relatives of this sample (n = 4658 households and 11 063 participants); and oversampling in three new towns (n = 2891 households and 7645 participants) and in three population subgroups with anticipated changes in family dynamics (n = 909 households and 2160 participants). Two household visits and five telephone- or web-based follow-ups were conducted over 2009-14. Data collected include socio-demographics, anthropometrics, lifestyle and behavioural factors, measures of social capital, and standardized instruments assessing the 3Hs. We also intend to collect biomaterials in future. The analytical plan includes multilevel inter-relations of the 3Hs for individuals, households, extended families and neighbourhoods. With Hong Kong's recent history of socioeconomic development, the FAMILY Cohort is therefore relevant to global urban populations currently experiencing similarly rapid economic growth. The FAMILY Cohort is currently set up as a supported access resource.