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Direct exposure to gun violence or living in a neighborhood with high levels of gun violence may produce lasting harm to physical and mental health. In turn, individuals may move out of violent neighborhoods in response to or in anticipation of these harms. Estimating the effects of community gun violence on health thus requires understanding and accounting for residential selection into violent contexts. Accordingly, we combine five waves of data from the Project on Human Development of Chicago Neighborhoods (PHDCN+) over the 1995 to 2021 time period with extensive measurement of neighborhood context including data from the Gun Violence Archive, and use marginal structural models to jointly estimate the effects of exposure to gun violence over the life course on self-reported health and selection into violent neighborhoods. We discuss these effects on health over the life course in the context of macro-processes of residential segregation that govern individual exposure to gun violence and residential selection.