This study quantified individual phenotypic variation in live weight and live-weight changes during the first three lactations and estimated the effects of age, lactation week and pregnancy on live weight. Data comprised weekly averaged live weight (calculated from daily observations) during 452 lactations of 239 Holstein-Friesian cows. Unadjusted mean live weights were 553 (s.d. 50), 611 (s.d. 55) and 654 (s.d. 57) kg during first, second and third parity, respectively. Estimated effect of growth during parity was 46, 52 and 23 kg for the first three parities. Mean maximum weight loss was 26, 22 and 22 kg for first, second and third parity and variation was large among individuals. Week of lactation when cows had their maximum weight loss ranged from 7 weeks in first lactation to 13 weeks in third lactation. Estimated maximum effect of pregnancy on live weight during the lactation varied from 27 to 59 kg. Phenotypic variance in live weight increased with parity. Repeatabilities of live-weight observations within parity were 0.85 . Across parities, high repeatabilities were found for calving weight and mean live weight but not for parameters associated with maximum weight loss. Correlations between weekly means and mean live weight during the whole of lactation were high. It was concluded that single live-weight observations of heifers are a good measurement of mean live weight during the first three panties.