It is often taken for granted that social cohesion and volunteering are inextricably related. Previous research suggests both that social cohesion creates a conducive environment for volunteering to emerge and that volunteering itself facilitates feelings of social cohesion. Despite this, much of the existing evidence on this relationship is limited to cross-sectional research that precludes any assessment of potential causality. In this paper we present a secondary analysis of two large scale and longitudinal social surveys in the UK: the Understanding Society Household Longitudinal Study and the Beyond Us and Them project. Using data from these surveys we estimate a cross-lagged longitudinal model to assess the causal relationships between social cohesion and volunteering over time. Across both data sources, involving different time intervals, we find significant cross-lagged bi-directional relationships between social cohesion and volunteering. These findings provide much needed empirical support for the proposition that social cohesion and volunteering are causally related over periods of both months and years. Implications for theory and policy are discussed.