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Summary: Background: The initiation and cessation of opioid agonist treatment (OAT) have both been associated with elevated risk of fatal overdose. We examined risk of non-fatal overdose during OAT initiation and cessation and specifically between methadone versus buprenorphine recipients. Methods: We utilised primary care electronic health records from the Clinical Practice Research Datalink to delineate a study cohort of adults aged 18-64 who were prescribed OAT between Jan 1, 1998 and Dec 31, 2017. These records were linked to hospitalisation, mortality records and patient neighbourhood and practice-level Index of Multiple Deprivation quintiles. With inverse probability treatment weights applied and negative binomial regression models we estimated incidence rate ratios for hospital admissions among patients who experienced multiple overdoses. Findings: A total of 20898 patients were prescribed methadone or buprenorphine over 83856 person-years of follow-up. Compared with periods in treatment, patients not in treatment were 51% more likely to experience a non-fatal overdose that required hospitalisation (weighted rate ratio, wRR 1·51; 95% CI 1·42, 1·60), especially during the four weeks of OAT initiation (5·59; 5·31, 5·89) and following cessation (13·39; 12·78, 14·03). The wRR of overdose during (0·37; 0·34, 0·39) and after treatment (0·36; 0·34, 0·38) favoured buprenorphine compared to methadone. Interpretation: OAT is associated with decreased non-fatal overdose risk. Buprenorphine may act more protectively than methadone, especially during the first four weeks of treatment. Funding: National Institute for Health and Care Research (NIHR) Greater Manchester Patient Safety Translational Research Centre (PSTRC-2016-003).