Background: There are significant challenges associated with studies of people released from custodial settings, including loss to follow-up in the community. Interpretation of findings with consideration of differences between those followed up and those not followed up is critical in the development of evidence-informed policies and practices. We describe attrition bias in the Prison and Transition Health (PATH) prospective cohort study, and strategies employed to minimise attrition. Methods: PATH involves 400 men with a history of injecting drug use recruited from three prisons in Victoria, Australia. Four interviews were conducted: one pre-release (‘baseline’) and three interviews at approximately 3, 12, and 24 months post-release (‘follow-up’). We assessed differences in baseline characteristics between those retained and not retained in the study, reporting mean differences and 95% confidence intervals (95% CIs). Results: Most participants (85%) completed at least one follow-up interview and 162 (42%) completed all three follow-up interviews. Retained participants were younger than those lost to follow-up (mean diff − 3.1 years, 95% CI -5.3, − 0.9). There were no other statistically significant differences observed in baseline characteristics. Conclusion: The high proportion of participants retained in the PATH cohort study via comprehensive follow-up procedures, coupled with extensive record linkage to a range of administrative datasets, is a considerable strength of the study. Our findings highlight how strategic and comprehensive follow-up procedures, frequent contact with participants and secondary contacts, and established working relationships with the relevant government departments can improve study retention and potentially minimise attrition bias.