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Summary: Background: Mortality risk stratification based on dichotomising a physiological indicator with a cutoff point might not adequately capture increased mortality risk and might not account for non-linear associations. We aimed to characterise the linear and non-linear relationships of 27 physiological indicators with all-cause mortality to evaluate whether the current clinical thresholds are suitable in distinguishing patients at high risk for mortality from those at low risk. Methods: For this observational cohort study of the US non-institutionalised population, we used data from adults (≥18 years) included in the 1999–2014 National Health and Nutrition Examination Survey (NHANES) linked with National Death Index mortality data collected from Jan 1, 1999, up until Dec 31, 2015. We used Cox proportional hazards regression models adjusted for age, sex, and race or ethnicity to assess associations of physiological indicators with all-cause mortality. We assessed non-linear associations by discretising the physiological indicator into nine quantiles (termed novemtiles) and by using a weighted sum of cubic polynomials (spline). We used ten-fold cross validation to select the most appropriate model using the concordance index, Nagelkerke R2, and Akaike Information Criterion. We identified the level of each physiological indicator that led to a 10% increase in mortality risk to define our cutoffs used to compare with the current clinical thresholds. Findings: We included 47 266 adults of 82 091 assessed for eligibility. 25 (93%) of 27 indicators showed non-linear associations with substantial increases compared with linear models in mortality risk (1·5–2·5-times increase). Height and 60 s pulse were the only physiological indicators to show linear associations. For example, participants with an estimated glomerular filtration rate (GFR) of less than 65 mL/min per 1·73 m2 or between 90–116 mL/min per 1·73 m2 are at moderate (hazard ratio 1–2) mortality risk. Those with a GFR greater than 117 mL/min per 1·73 m2 show substantial (hazard ratio ≥2) mortality risk. Both lower and higher values of cholesterol are associated with increased mortality risk. The current clinical thresholds do not align with our mortality-based cutoffs for fat deposition indices, 60 s pulse, triglycerides, cholesterol-related indicators, alkaline phosphatase, glycohaemoglobin, homoeostatic model assessment of insulin resistance, and GFR. For these indicators, the misalignment suggests the need to consider an additional bound when only one is provided. Interpretation: Most clinical indicators were shown to have non-linear associations with all-cause mortality. Furthermore, considering these non-linear associations can help derive reliable cutoffs to complement risk stratification and help inform clinical care delivery. Given the poor alignment with our proposed cutoffs, the current clinical thresholds might not adequately capture mortality risk. Funding: Ravitz Family Foundation, Forbes Institute for Cancer Discovery, and National Institutes of Health.