Study objective: To examine whether the effects of work stress on sickness absence vary by the level of control the employees have over their working times. Design: Prospective cohort study. A survey of job strain, effort-reward imbalance, and control over daily working hours and days off was carried out in 2000–01. The survey responses were linked with registered data on the number of medically certified (>3 days) sickness absences from one year before the survey until the end of 2003. The mean follow up period was 28.2 (SD 8.1) months. Adjustments were made for demographics and behavioural health risks. Aggregated measures of worktime control according to workplaces were used to control for differences in reactivity and response style. Setting: Ten towns in Finland. Participants: 16 139 public sector employees who had no medically certified sickness absences in the year preceding the survey. Main results: Among the women, individually measured control over daily working hours and days off moderated the association between work stress and sickness absence. The combination of high stress and good worktime control was associated with lower absence rates than a combination of high stress and poor worktime control. This finding was replicated in the analyses using workplace aggregates of worktime control. Among the men, the findings were less consistent and not replicable using aggregated measures of worktime control. Conclusions: Good control over working times reduces the adverse effect of work stress on sickness absence especially among female employees.