diff --git a/cmd/promtool/main.go b/cmd/promtool/main.go
index a2f710d147..a72183f701 100644
--- a/cmd/promtool/main.go
+++ b/cmd/promtool/main.go
@@ -631,9 +631,9 @@ func checkRules(filename string, lintSettings lintConfig) (int, []error) {
 			errMessage := fmt.Sprintf("%d duplicate rule(s) found.\n", len(dRules))
 			for _, n := range dRules {
 				errMessage += fmt.Sprintf("Metric: %s\nLabel(s):\n", n.metric)
-				for _, l := range n.label {
+				n.label.Range(func(l labels.Label) {
 					errMessage += fmt.Sprintf("\t%s: %s\n", l.Name, l.Value)
-				}
+				})
 			}
 			errMessage += "Might cause inconsistency while recording expressions"
 			return 0, []error{fmt.Errorf("%w %s", lintError, errMessage)}
diff --git a/cmd/promtool/rules.go b/cmd/promtool/rules.go
index 4dbef34ebb..2b5ed1d781 100644
--- a/cmd/promtool/rules.go
+++ b/cmd/promtool/rules.go
@@ -158,14 +158,15 @@ func (importer *ruleImporter) importRule(ctx context.Context, ruleExpr, ruleName
 
 				// Setting the rule labels after the output of the query,
 				// so they can override query output.
-				for _, l := range ruleLabels {
+				ruleLabels.Range(func(l labels.Label) {
 					lb.Set(l.Name, l.Value)
-				}
+				})
 
 				lb.Set(labels.MetricName, ruleName)
+				lbls := lb.Labels(labels.EmptyLabels())
 
 				for _, value := range sample.Values {
-					if err := app.add(ctx, lb.Labels(nil), timestamp.FromTime(value.Timestamp.Time()), float64(value.Value)); err != nil {
+					if err := app.add(ctx, lbls, timestamp.FromTime(value.Timestamp.Time()), float64(value.Value)); err != nil {
 						return fmt.Errorf("add: %w", err)
 					}
 				}
diff --git a/cmd/promtool/rules_test.go b/cmd/promtool/rules_test.go
index caa930616a..fb582ed0dd 100644
--- a/cmd/promtool/rules_test.go
+++ b/cmd/promtool/rules_test.go
@@ -100,7 +100,7 @@ func TestBackfillRuleIntegration(t *testing.T) {
 				require.Equal(t, 1, len(gRules))
 				require.Equal(t, "rule1", gRules[0].Name())
 				require.Equal(t, "ruleExpr", gRules[0].Query().String())
-				require.Equal(t, 1, len(gRules[0].Labels()))
+				require.Equal(t, 1, gRules[0].Labels().Len())
 
 				group2 := ruleImporter.groups[path2+";group2"]
 				require.NotNil(t, group2)
@@ -109,7 +109,7 @@ func TestBackfillRuleIntegration(t *testing.T) {
 				require.Equal(t, 2, len(g2Rules))
 				require.Equal(t, "grp2_rule1", g2Rules[0].Name())
 				require.Equal(t, "grp2_rule1_expr", g2Rules[0].Query().String())
-				require.Equal(t, 0, len(g2Rules[0].Labels()))
+				require.Equal(t, 0, g2Rules[0].Labels().Len())
 
 				// Backfill all recording rules then check the blocks to confirm the correct data was created.
 				errs = ruleImporter.importAll(ctx)
@@ -132,12 +132,12 @@ func TestBackfillRuleIntegration(t *testing.T) {
 				for selectedSeries.Next() {
 					seriesCount++
 					series := selectedSeries.At()
-					if len(series.Labels()) != 3 {
-						require.Equal(t, 2, len(series.Labels()))
+					if series.Labels().Len() != 3 {
+						require.Equal(t, 2, series.Labels().Len())
 						x := labels.FromStrings("__name__", "grp2_rule1", "name1", "val1")
 						require.Equal(t, x, series.Labels())
 					} else {
-						require.Equal(t, 3, len(series.Labels()))
+						require.Equal(t, 3, series.Labels().Len())
 					}
 					it := series.Iterator(nil)
 					for it.Next() == chunkenc.ValFloat {
diff --git a/cmd/promtool/tsdb.go b/cmd/promtool/tsdb.go
index 91b97f5c51..36e33049d1 100644
--- a/cmd/promtool/tsdb.go
+++ b/cmd/promtool/tsdb.go
@@ -315,7 +315,7 @@ func readPrometheusLabels(r io.Reader, n int) ([]labels.Labels, error) {
 	i := 0
 
 	for scanner.Scan() && i < n {
-		m := make(labels.Labels, 0, 10)
+		m := make([]labels.Label, 0, 10)
 
 		r := strings.NewReplacer("\"", "", "{", "", "}", "")
 		s := r.Replace(scanner.Text())
@@ -325,13 +325,12 @@ func readPrometheusLabels(r io.Reader, n int) ([]labels.Labels, error) {
 			split := strings.Split(labelChunk, ":")
 			m = append(m, labels.Label{Name: split[0], Value: split[1]})
 		}
-		// Order of the k/v labels matters, don't assume we'll always receive them already sorted.
-		sort.Sort(m)
-		h := m.Hash()
+		ml := labels.New(m...) // This sorts by name - order of the k/v labels matters, don't assume we'll always receive them already sorted.
+		h := ml.Hash()
 		if _, ok := hashes[h]; ok {
 			continue
 		}
-		mets = append(mets, m)
+		mets = append(mets, ml)
 		hashes[h] = struct{}{}
 		i++
 	}
@@ -470,21 +469,21 @@ func analyzeBlock(path, blockID string, limit int, runExtended bool) error {
 	if err != nil {
 		return err
 	}
-	lbls := labels.Labels{}
 	chks := []chunks.Meta{}
+	builder := labels.ScratchBuilder{}
 	for p.Next() {
-		if err = ir.Series(p.At(), &lbls, &chks); err != nil {
+		if err = ir.Series(p.At(), &builder, &chks); err != nil {
 			return err
 		}
 		// Amount of the block time range not covered by this series.
 		uncovered := uint64(meta.MaxTime-meta.MinTime) - uint64(chks[len(chks)-1].MaxTime-chks[0].MinTime)
-		for _, lbl := range lbls {
+		builder.Labels().Range(func(lbl labels.Label) {
 			key := lbl.Name + "=" + lbl.Value
 			labelsUncovered[lbl.Name] += uncovered
 			labelpairsUncovered[key] += uncovered
 			labelpairsCount[key]++
 			entries++
-		}
+		})
 	}
 	if p.Err() != nil {
 		return p.Err()
@@ -589,10 +588,10 @@ func analyzeCompaction(block tsdb.BlockReader, indexr tsdb.IndexReader) (err err
 	nBuckets := 10
 	histogram := make([]int, nBuckets)
 	totalChunks := 0
+	var builder labels.ScratchBuilder
 	for postingsr.Next() {
-		lbsl := labels.Labels{}
 		var chks []chunks.Meta
-		if err := indexr.Series(postingsr.At(), &lbsl, &chks); err != nil {
+		if err := indexr.Series(postingsr.At(), &builder, &chks); err != nil {
 			return err
 		}
 
diff --git a/cmd/promtool/unittest.go b/cmd/promtool/unittest.go
index f6b16a6bbe..cc40ac9d02 100644
--- a/cmd/promtool/unittest.go
+++ b/cmd/promtool/unittest.go
@@ -284,8 +284,8 @@ func (tg *testGroup) test(evalInterval time.Duration, groupOrderMap map[string]i
 					for _, a := range ar.ActiveAlerts() {
 						if a.State == rules.StateFiring {
 							alerts = append(alerts, labelAndAnnotation{
-								Labels:      append(labels.Labels{}, a.Labels...),
-								Annotations: append(labels.Labels{}, a.Annotations...),
+								Labels:      a.Labels.Copy(),
+								Annotations: a.Annotations.Copy(),
 							})
 						}
 					}
diff --git a/config/config.go b/config/config.go
index 8e8460d4c5..8eb88eb51a 100644
--- a/config/config.go
+++ b/config/config.go
@@ -80,7 +80,8 @@ func Load(s string, expandExternalLabels bool, logger log.Logger) (*Config, erro
 		return cfg, nil
 	}
 
-	for i, v := range cfg.GlobalConfig.ExternalLabels {
+	b := labels.ScratchBuilder{}
+	cfg.GlobalConfig.ExternalLabels.Range(func(v labels.Label) {
 		newV := os.Expand(v.Value, func(s string) string {
 			if s == "$" {
 				return "$"
@@ -93,10 +94,10 @@ func Load(s string, expandExternalLabels bool, logger log.Logger) (*Config, erro
 		})
 		if newV != v.Value {
 			level.Debug(logger).Log("msg", "External label replaced", "label", v.Name, "input", v.Value, "output", newV)
-			v.Value = newV
-			cfg.GlobalConfig.ExternalLabels[i] = v
 		}
-	}
+		b.Add(v.Name, newV)
+	})
+	cfg.GlobalConfig.ExternalLabels = b.Labels()
 	return cfg, nil
 }
 
@@ -361,13 +362,16 @@ func (c *GlobalConfig) UnmarshalYAML(unmarshal func(interface{}) error) error {
 		return err
 	}
 
-	for _, l := range gc.ExternalLabels {
+	if err := gc.ExternalLabels.Validate(func(l labels.Label) error {
 		if !model.LabelName(l.Name).IsValid() {
 			return fmt.Errorf("%q is not a valid label name", l.Name)
 		}
 		if !model.LabelValue(l.Value).IsValid() {
 			return fmt.Errorf("%q is not a valid label value", l.Value)
 		}
+		return nil
+	}); err != nil {
+		return err
 	}
 
 	// First set the correct scrape interval, then check that the timeout
@@ -394,7 +398,7 @@ func (c *GlobalConfig) UnmarshalYAML(unmarshal func(interface{}) error) error {
 
 // isZero returns true iff the global config is the zero value.
 func (c *GlobalConfig) isZero() bool {
-	return c.ExternalLabels == nil &&
+	return c.ExternalLabels.IsEmpty() &&
 		c.ScrapeInterval == 0 &&
 		c.ScrapeTimeout == 0 &&
 		c.EvaluationInterval == 0 &&
diff --git a/model/labels/labels.go b/model/labels/labels.go
index aafba218aa..36a0e6cb35 100644
--- a/model/labels/labels.go
+++ b/model/labels/labels.go
@@ -357,9 +357,7 @@ func EmptyLabels() Labels {
 // The caller has to guarantee that all label names are unique.
 func New(ls ...Label) Labels {
 	set := make(Labels, 0, len(ls))
-	for _, l := range ls {
-		set = append(set, l)
-	}
+	set = append(set, ls...)
 	sort.Sort(set)
 
 	return set
@@ -414,6 +412,49 @@ func Compare(a, b Labels) int {
 	return len(a) - len(b)
 }
 
+// Copy labels from b on top of whatever was in ls previously, reusing memory or expanding if needed.
+func (ls *Labels) CopyFrom(b Labels) {
+	(*ls) = append((*ls)[:0], b...)
+}
+
+// IsEmpty returns true if ls represents an empty set of labels.
+func (ls Labels) IsEmpty() bool {
+	return len(ls) == 0
+}
+
+// Range calls f on each label.
+func (ls Labels) Range(f func(l Label)) {
+	for _, l := range ls {
+		f(l)
+	}
+}
+
+// Validate calls f on each label. If f returns a non-nil error, then it returns that error cancelling the iteration.
+func (ls Labels) Validate(f func(l Label) error) error {
+	for _, l := range ls {
+		if err := f(l); err != nil {
+			return err
+		}
+	}
+	return nil
+}
+
+// InternStrings calls intern on every string value inside ls, replacing them with what it returns.
+func (ls *Labels) InternStrings(intern func(string) string) {
+	for i, l := range *ls {
+		(*ls)[i].Name = intern(l.Name)
+		(*ls)[i].Value = intern(l.Value)
+	}
+}
+
+// ReleaseStrings calls release on every string value inside ls.
+func (ls Labels) ReleaseStrings(release func(string)) {
+	for _, l := range ls {
+		release(l.Name)
+		release(l.Value)
+	}
+}
+
 // Builder allows modifying Labels.
 type Builder struct {
 	base Labels
@@ -470,7 +511,7 @@ Outer:
 	return b
 }
 
-// Set the name/value pair as a label.
+// Set the name/value pair as a label. A value of "" means delete that label.
 func (b *Builder) Set(n, v string) *Builder {
 	if v == "" {
 		// Empty labels are the same as missing labels.
@@ -525,3 +566,40 @@ Outer:
 	}
 	return res
 }
+
+// ScratchBuilder allows efficient construction of a Labels from scratch.
+type ScratchBuilder struct {
+	add Labels
+}
+
+// NewScratchBuilder creates a ScratchBuilder initialized for Labels with n entries.
+func NewScratchBuilder(n int) ScratchBuilder {
+	return ScratchBuilder{add: make([]Label, 0, n)}
+}
+
+func (b *ScratchBuilder) Reset() {
+	b.add = b.add[:0]
+}
+
+// Add a name/value pair.
+// Note if you Add the same name twice you will get a duplicate label, which is invalid.
+func (b *ScratchBuilder) Add(name, value string) {
+	b.add = append(b.add, Label{Name: name, Value: value})
+}
+
+// Sort the labels added so far by name.
+func (b *ScratchBuilder) Sort() {
+	sort.Sort(b.add)
+}
+
+// Asssign is for when you already have a Labels which you want this ScratchBuilder to return.
+func (b *ScratchBuilder) Assign(ls Labels) {
+	b.add = append(b.add[:0], ls...) // Copy on top of our slice, so we don't retain the input slice.
+}
+
+// Return the name/value pairs added so far as a Labels object.
+// Note: if you want them sorted, call Sort() first.
+func (b *ScratchBuilder) Labels() Labels {
+	// Copy the slice, so the next use of ScratchBuilder doesn't overwrite.
+	return append([]Label{}, b.add...)
+}
diff --git a/model/labels/labels_test.go b/model/labels/labels_test.go
index 0fd0edacc3..69beb2fc3e 100644
--- a/model/labels/labels_test.go
+++ b/model/labels/labels_test.go
@@ -36,10 +36,6 @@ func TestLabels_String(t *testing.T) {
 			lables:   Labels{},
 			expected: "{}",
 		},
-		{
-			lables:   nil,
-			expected: "{}",
-		},
 	}
 	for _, c := range cases {
 		str := c.lables.String()
@@ -316,18 +312,18 @@ func TestLabels_Equal(t *testing.T) {
 
 func TestLabels_FromStrings(t *testing.T) {
 	labels := FromStrings("aaa", "111", "bbb", "222")
-	expected := Labels{
-		{
-			Name:  "aaa",
-			Value: "111",
-		},
-		{
-			Name:  "bbb",
-			Value: "222",
-		},
-	}
-
-	require.Equal(t, expected, labels, "unexpected labelset")
+	x := 0
+	labels.Range(func(l Label) {
+		switch x {
+		case 0:
+			require.Equal(t, Label{Name: "aaa", Value: "111"}, l, "unexpected value")
+		case 1:
+			require.Equal(t, Label{Name: "bbb", Value: "222"}, l, "unexpected value")
+		default:
+			t.Fatalf("unexpected labelset value %d: %v", x, l)
+		}
+		x++
+	})
 
 	require.Panics(t, func() { FromStrings("aaa", "111", "bbb") }) //nolint:staticcheck // Ignore SA5012, error is intentional test.
 }
@@ -539,7 +535,6 @@ func TestBuilder(t *testing.T) {
 			want: FromStrings("aaa", "111", "ccc", "333"),
 		},
 		{
-			base: nil,
 			set:  []Label{{"aaa", "111"}, {"bbb", "222"}, {"ccc", "333"}},
 			del:  []string{"bbb"},
 			want: FromStrings("aaa", "111", "ccc", "333"),
@@ -601,11 +596,49 @@ func TestBuilder(t *testing.T) {
 	}
 }
 
+func TestScratchBuilder(t *testing.T) {
+	for i, tcase := range []struct {
+		add  []Label
+		want Labels
+	}{
+		{
+			add:  []Label{},
+			want: EmptyLabels(),
+		},
+		{
+			add:  []Label{{"aaa", "111"}},
+			want: FromStrings("aaa", "111"),
+		},
+		{
+			add:  []Label{{"aaa", "111"}, {"bbb", "222"}, {"ccc", "333"}},
+			want: FromStrings("aaa", "111", "bbb", "222", "ccc", "333"),
+		},
+		{
+			add:  []Label{{"bbb", "222"}, {"aaa", "111"}, {"ccc", "333"}},
+			want: FromStrings("aaa", "111", "bbb", "222", "ccc", "333"),
+		},
+		{
+			add:  []Label{{"ddd", "444"}},
+			want: FromStrings("ddd", "444"),
+		},
+	} {
+		t.Run(fmt.Sprint(i), func(t *testing.T) {
+			b := ScratchBuilder{}
+			for _, lbl := range tcase.add {
+				b.Add(lbl.Name, lbl.Value)
+			}
+			b.Sort()
+			require.Equal(t, tcase.want, b.Labels())
+			b.Assign(tcase.want)
+			require.Equal(t, tcase.want, b.Labels())
+		})
+	}
+}
+
 func TestLabels_Hash(t *testing.T) {
 	lbls := FromStrings("foo", "bar", "baz", "qux")
 	require.Equal(t, lbls.Hash(), lbls.Hash())
-	require.NotEqual(t, lbls.Hash(), Labels{lbls[1], lbls[0]}.Hash(), "unordered labels match.")
-	require.NotEqual(t, lbls.Hash(), Labels{lbls[0]}.Hash(), "different labels match.")
+	require.NotEqual(t, lbls.Hash(), FromStrings("foo", "bar").Hash(), "different labels match.")
 }
 
 var benchmarkLabelsResult uint64
@@ -623,7 +656,7 @@ func BenchmarkLabels_Hash(b *testing.B) {
 					// Label ~20B name, 50B value.
 					b.Set(fmt.Sprintf("abcdefghijabcdefghijabcdefghij%d", i), fmt.Sprintf("abcdefghijabcdefghijabcdefghijabcdefghijabcdefghij%d", i))
 				}
-				return b.Labels(nil)
+				return b.Labels(EmptyLabels())
 			}(),
 		},
 		{
@@ -634,7 +667,7 @@ func BenchmarkLabels_Hash(b *testing.B) {
 					// Label ~50B name, 50B value.
 					b.Set(fmt.Sprintf("abcdefghijabcdefghijabcdefghijabcdefghijabcdefghij%d", i), fmt.Sprintf("abcdefghijabcdefghijabcdefghijabcdefghijabcdefghij%d", i))
 				}
-				return b.Labels(nil)
+				return b.Labels(EmptyLabels())
 			}(),
 		},
 		{
diff --git a/model/labels/test_utils.go b/model/labels/test_utils.go
index a683588d16..05b8168825 100644
--- a/model/labels/test_utils.go
+++ b/model/labels/test_utils.go
@@ -17,7 +17,6 @@ import (
 	"bufio"
 	"fmt"
 	"os"
-	"sort"
 	"strings"
 )
 
@@ -51,13 +50,14 @@ func ReadLabels(fn string, n int) ([]Labels, error) {
 	defer f.Close()
 
 	scanner := bufio.NewScanner(f)
+	b := ScratchBuilder{}
 
 	var mets []Labels
 	hashes := map[uint64]struct{}{}
 	i := 0
 
 	for scanner.Scan() && i < n {
-		m := make(Labels, 0, 10)
+		b.Reset()
 
 		r := strings.NewReplacer("\"", "", "{", "", "}", "")
 		s := r.Replace(scanner.Text())
@@ -65,10 +65,11 @@ func ReadLabels(fn string, n int) ([]Labels, error) {
 		labelChunks := strings.Split(s, ",")
 		for _, labelChunk := range labelChunks {
 			split := strings.Split(labelChunk, ":")
-			m = append(m, Label{Name: split[0], Value: split[1]})
+			b.Add(split[0], split[1])
 		}
 		// Order of the k/v labels matters, don't assume we'll always receive them already sorted.
-		sort.Sort(m)
+		b.Sort()
+		m := b.Labels()
 
 		h := m.Hash()
 		if _, ok := hashes[h]; ok {
diff --git a/model/relabel/relabel.go b/model/relabel/relabel.go
index c731f6e0d3..0cc6eeeb7e 100644
--- a/model/relabel/relabel.go
+++ b/model/relabel/relabel.go
@@ -203,20 +203,20 @@ func (re Regexp) String() string {
 
 // Process returns a relabeled copy of the given label set. The relabel configurations
 // are applied in order of input.
-// If a label set is dropped, nil is returned.
+// If a label set is dropped, EmptyLabels and false is returned.
 // May return the input labelSet modified.
-func Process(lbls labels.Labels, cfgs ...*Config) labels.Labels {
-	lb := labels.NewBuilder(nil)
+func Process(lbls labels.Labels, cfgs ...*Config) (ret labels.Labels, keep bool) {
+	lb := labels.NewBuilder(labels.EmptyLabels())
 	for _, cfg := range cfgs {
-		lbls = relabel(lbls, cfg, lb)
-		if lbls == nil {
-			return nil
+		lbls, keep = relabel(lbls, cfg, lb)
+		if !keep {
+			return labels.EmptyLabels(), false
 		}
 	}
-	return lbls
+	return lbls, true
 }
 
-func relabel(lset labels.Labels, cfg *Config, lb *labels.Builder) labels.Labels {
+func relabel(lset labels.Labels, cfg *Config, lb *labels.Builder) (ret labels.Labels, keep bool) {
 	var va [16]string
 	values := va[:0]
 	if len(cfg.SourceLabels) > cap(values) {
@@ -232,19 +232,19 @@ func relabel(lset labels.Labels, cfg *Config, lb *labels.Builder) labels.Labels
 	switch cfg.Action {
 	case Drop:
 		if cfg.Regex.MatchString(val) {
-			return nil
+			return labels.EmptyLabels(), false
 		}
 	case Keep:
 		if !cfg.Regex.MatchString(val) {
-			return nil
+			return labels.EmptyLabels(), false
 		}
 	case DropEqual:
 		if lset.Get(cfg.TargetLabel) == val {
-			return nil
+			return labels.EmptyLabels(), false
 		}
 	case KeepEqual:
 		if lset.Get(cfg.TargetLabel) != val {
-			return nil
+			return labels.EmptyLabels(), false
 		}
 	case Replace:
 		indexes := cfg.Regex.FindStringSubmatchIndex(val)
@@ -271,29 +271,29 @@ func relabel(lset labels.Labels, cfg *Config, lb *labels.Builder) labels.Labels
 		mod := sum64(md5.Sum([]byte(val))) % cfg.Modulus
 		lb.Set(cfg.TargetLabel, fmt.Sprintf("%d", mod))
 	case LabelMap:
-		for _, l := range lset {
+		lset.Range(func(l labels.Label) {
 			if cfg.Regex.MatchString(l.Name) {
 				res := cfg.Regex.ReplaceAllString(l.Name, cfg.Replacement)
 				lb.Set(res, l.Value)
 			}
-		}
+		})
 	case LabelDrop:
-		for _, l := range lset {
+		lset.Range(func(l labels.Label) {
 			if cfg.Regex.MatchString(l.Name) {
 				lb.Del(l.Name)
 			}
-		}
+		})
 	case LabelKeep:
-		for _, l := range lset {
+		lset.Range(func(l labels.Label) {
 			if !cfg.Regex.MatchString(l.Name) {
 				lb.Del(l.Name)
 			}
-		}
+		})
 	default:
 		panic(fmt.Errorf("relabel: unknown relabel action type %q", cfg.Action))
 	}
 
-	return lb.Labels(lset)
+	return lb.Labels(lset), true
 }
 
 // sum64 sums the md5 hash to an uint64.
diff --git a/model/relabel/relabel_test.go b/model/relabel/relabel_test.go
index 0b0dfd511f..d277d778d1 100644
--- a/model/relabel/relabel_test.go
+++ b/model/relabel/relabel_test.go
@@ -28,6 +28,7 @@ func TestRelabel(t *testing.T) {
 		input   labels.Labels
 		relabel []*Config
 		output  labels.Labels
+		drop    bool
 	}{
 		{
 			input: labels.FromMap(map[string]string{
@@ -101,7 +102,7 @@ func TestRelabel(t *testing.T) {
 					Action:       Replace,
 				},
 			},
-			output: nil,
+			drop: true,
 		},
 		{
 			input: labels.FromMap(map[string]string{
@@ -115,7 +116,7 @@ func TestRelabel(t *testing.T) {
 					Action:       Drop,
 				},
 			},
-			output: nil,
+			drop: true,
 		},
 		{
 			input: labels.FromMap(map[string]string{
@@ -177,7 +178,7 @@ func TestRelabel(t *testing.T) {
 					Action:       Keep,
 				},
 			},
-			output: nil,
+			drop: true,
 		},
 		{
 			input: labels.FromMap(map[string]string{
@@ -483,7 +484,7 @@ func TestRelabel(t *testing.T) {
 					TargetLabel:  "__port1",
 				},
 			},
-			output: nil,
+			drop: true,
 		},
 		{
 			input: labels.FromMap(map[string]string{
@@ -517,7 +518,7 @@ func TestRelabel(t *testing.T) {
 					TargetLabel:  "__port2",
 				},
 			},
-			output: nil,
+			drop: true,
 		},
 	}
 
@@ -538,8 +539,11 @@ func TestRelabel(t *testing.T) {
 			}
 		}
 
-		res := Process(test.input, test.relabel...)
-		require.Equal(t, test.output, res)
+		res, keep := Process(test.input, test.relabel...)
+		require.Equal(t, !test.drop, keep)
+		if keep {
+			require.Equal(t, test.output, res)
+		}
 	}
 }
 
@@ -721,7 +725,7 @@ func BenchmarkRelabel(b *testing.B) {
 	for _, tt := range tests {
 		b.Run(tt.name, func(b *testing.B) {
 			for i := 0; i < b.N; i++ {
-				_ = Process(tt.lbls, tt.cfgs...)
+				_, _ = Process(tt.lbls, tt.cfgs...)
 			}
 		})
 	}
diff --git a/model/textparse/openmetricsparse.go b/model/textparse/openmetricsparse.go
index 932a3d96db..3fc80b5d62 100644
--- a/model/textparse/openmetricsparse.go
+++ b/model/textparse/openmetricsparse.go
@@ -22,7 +22,6 @@ import (
 	"fmt"
 	"io"
 	"math"
-	"sort"
 	"strings"
 	"unicode/utf8"
 
@@ -82,6 +81,7 @@ func (l *openMetricsLexer) Error(es string) {
 // This is based on the working draft https://docs.google.com/document/u/1/d/1KwV0mAXwwbvvifBvDKH_LU1YjyXE_wxCkHNoCGq1GX0/edit
 type OpenMetricsParser struct {
 	l       *openMetricsLexer
+	builder labels.ScratchBuilder
 	series  []byte
 	text    []byte
 	mtype   MetricType
@@ -158,14 +158,11 @@ func (p *OpenMetricsParser) Comment() []byte {
 // Metric writes the labels of the current sample into the passed labels.
 // It returns the string from which the metric was parsed.
 func (p *OpenMetricsParser) Metric(l *labels.Labels) string {
-	// Allocate the full immutable string immediately, so we just
-	// have to create references on it below.
+	// Copy the buffer to a string: this is only necessary for the return value.
 	s := string(p.series)
 
-	*l = append(*l, labels.Label{
-		Name:  labels.MetricName,
-		Value: s[:p.offsets[0]-p.start],
-	})
+	p.builder.Reset()
+	p.builder.Add(labels.MetricName, s[:p.offsets[0]-p.start])
 
 	for i := 1; i < len(p.offsets); i += 4 {
 		a := p.offsets[i] - p.start
@@ -173,16 +170,16 @@ func (p *OpenMetricsParser) Metric(l *labels.Labels) string {
 		c := p.offsets[i+2] - p.start
 		d := p.offsets[i+3] - p.start
 
+		value := s[c:d]
 		// Replacer causes allocations. Replace only when necessary.
 		if strings.IndexByte(s[c:d], byte('\\')) >= 0 {
-			*l = append(*l, labels.Label{Name: s[a:b], Value: lvalReplacer.Replace(s[c:d])})
-			continue
+			value = lvalReplacer.Replace(value)
 		}
-		*l = append(*l, labels.Label{Name: s[a:b], Value: s[c:d]})
+		p.builder.Add(s[a:b], value)
 	}
 
-	// Sort labels.
-	sort.Sort(*l)
+	p.builder.Sort()
+	*l = p.builder.Labels()
 
 	return s
 }
@@ -204,17 +201,18 @@ func (p *OpenMetricsParser) Exemplar(e *exemplar.Exemplar) bool {
 		e.Ts = p.exemplarTs
 	}
 
+	p.builder.Reset()
 	for i := 0; i < len(p.eOffsets); i += 4 {
 		a := p.eOffsets[i] - p.start
 		b := p.eOffsets[i+1] - p.start
 		c := p.eOffsets[i+2] - p.start
 		d := p.eOffsets[i+3] - p.start
 
-		e.Labels = append(e.Labels, labels.Label{Name: s[a:b], Value: s[c:d]})
+		p.builder.Add(s[a:b], s[c:d])
 	}
 
-	// Sort the labels.
-	sort.Sort(e.Labels)
+	p.builder.Sort()
+	e.Labels = p.builder.Labels()
 
 	return true
 }
diff --git a/model/textparse/openmetricsparse_test.go b/model/textparse/openmetricsparse_test.go
index 9453db5d5f..68b7fea8a0 100644
--- a/model/textparse/openmetricsparse_test.go
+++ b/model/textparse/openmetricsparse_test.go
@@ -246,7 +246,6 @@ foo_total 17.0 1520879607.789 # {xx="yy"} 5`
 				require.Equal(t, true, found)
 				require.Equal(t, *exp[i].e, e)
 			}
-			res = res[:0]
 
 		case EntryType:
 			m, typ := p.Type()
diff --git a/model/textparse/promparse.go b/model/textparse/promparse.go
index a3bb8bb9bf..d503ff9a78 100644
--- a/model/textparse/promparse.go
+++ b/model/textparse/promparse.go
@@ -21,7 +21,6 @@ import (
 	"fmt"
 	"io"
 	"math"
-	"sort"
 	"strconv"
 	"strings"
 	"unicode/utf8"
@@ -144,6 +143,7 @@ func (l *promlexer) Error(es string) {
 // Prometheus text exposition format.
 type PromParser struct {
 	l       *promlexer
+	builder labels.ScratchBuilder
 	series  []byte
 	text    []byte
 	mtype   MetricType
@@ -212,14 +212,11 @@ func (p *PromParser) Comment() []byte {
 // Metric writes the labels of the current sample into the passed labels.
 // It returns the string from which the metric was parsed.
 func (p *PromParser) Metric(l *labels.Labels) string {
-	// Allocate the full immutable string immediately, so we just
-	// have to create references on it below.
+	// Copy the buffer to a string: this is only necessary for the return value.
 	s := string(p.series)
 
-	*l = append(*l, labels.Label{
-		Name:  labels.MetricName,
-		Value: s[:p.offsets[0]-p.start],
-	})
+	p.builder.Reset()
+	p.builder.Add(labels.MetricName, s[:p.offsets[0]-p.start])
 
 	for i := 1; i < len(p.offsets); i += 4 {
 		a := p.offsets[i] - p.start
@@ -227,16 +224,16 @@ func (p *PromParser) Metric(l *labels.Labels) string {
 		c := p.offsets[i+2] - p.start
 		d := p.offsets[i+3] - p.start
 
+		value := s[c:d]
 		// Replacer causes allocations. Replace only when necessary.
 		if strings.IndexByte(s[c:d], byte('\\')) >= 0 {
-			*l = append(*l, labels.Label{Name: s[a:b], Value: lvalReplacer.Replace(s[c:d])})
-			continue
+			value = lvalReplacer.Replace(value)
 		}
-		*l = append(*l, labels.Label{Name: s[a:b], Value: s[c:d]})
+		p.builder.Add(s[a:b], value)
 	}
 
-	// Sort labels to maintain the sorted labels invariant.
-	sort.Sort(*l)
+	p.builder.Sort()
+	*l = p.builder.Labels()
 
 	return s
 }
diff --git a/model/textparse/promparse_test.go b/model/textparse/promparse_test.go
index 6a1216da16..dadad34495 100644
--- a/model/textparse/promparse_test.go
+++ b/model/textparse/promparse_test.go
@@ -192,7 +192,6 @@ testmetric{label="\"bar\""} 1`
 			require.Equal(t, exp[i].t, ts)
 			require.Equal(t, exp[i].v, v)
 			require.Equal(t, exp[i].lset, res)
-			res = res[:0]
 
 		case EntryType:
 			m, typ := p.Type()
@@ -414,7 +413,7 @@ func BenchmarkParse(b *testing.B) {
 						case EntrySeries:
 							m, _, _ := p.Series()
 
-							res := make(labels.Labels, 0, 5)
+							var res labels.Labels
 							p.Metric(&res)
 
 							total += len(m)
@@ -426,7 +425,7 @@ func BenchmarkParse(b *testing.B) {
 			})
 			b.Run(parserName+"/decode-metric-reuse/"+fn, func(b *testing.B) {
 				total := 0
-				res := make(labels.Labels, 0, 5)
+				var res labels.Labels
 
 				b.SetBytes(int64(len(buf) / promtestdataSampleCount))
 				b.ReportAllocs()
@@ -451,7 +450,6 @@ func BenchmarkParse(b *testing.B) {
 
 							total += len(m)
 							i++
-							res = res[:0]
 						}
 					}
 				}
diff --git a/model/textparse/protobufparse.go b/model/textparse/protobufparse.go
index a9c940879e..37c6f0ebb0 100644
--- a/model/textparse/protobufparse.go
+++ b/model/textparse/protobufparse.go
@@ -19,7 +19,6 @@ import (
 	"fmt"
 	"io"
 	"math"
-	"sort"
 	"strings"
 	"unicode/utf8"
 
@@ -59,6 +58,8 @@ type ProtobufParser struct {
 	// that we have to decode the next MetricFamily.
 	state Entry
 
+	builder labels.ScratchBuilder // held here to reduce allocations when building Labels
+
 	mf *dto.MetricFamily
 
 	// The following are just shenanigans to satisfy the Parser interface.
@@ -245,23 +246,19 @@ func (p *ProtobufParser) Comment() []byte {
 // Metric writes the labels of the current sample into the passed labels.
 // It returns the string from which the metric was parsed.
 func (p *ProtobufParser) Metric(l *labels.Labels) string {
-	*l = append(*l, labels.Label{
-		Name:  labels.MetricName,
-		Value: p.getMagicName(),
-	})
+	p.builder.Reset()
+	p.builder.Add(labels.MetricName, p.getMagicName())
 
 	for _, lp := range p.mf.GetMetric()[p.metricPos].GetLabel() {
-		*l = append(*l, labels.Label{
-			Name:  lp.GetName(),
-			Value: lp.GetValue(),
-		})
+		p.builder.Add(lp.GetName(), lp.GetValue())
 	}
 	if needed, name, value := p.getMagicLabel(); needed {
-		*l = append(*l, labels.Label{Name: name, Value: value})
+		p.builder.Add(name, value)
 	}
 
 	// Sort labels to maintain the sorted labels invariant.
-	sort.Sort(*l)
+	p.builder.Sort()
+	*l = p.builder.Labels()
 
 	return p.metricBytes.String()
 }
@@ -305,12 +302,12 @@ func (p *ProtobufParser) Exemplar(ex *exemplar.Exemplar) bool {
 		ex.HasTs = true
 		ex.Ts = ts.GetSeconds()*1000 + int64(ts.GetNanos()/1_000_000)
 	}
+	p.builder.Reset()
 	for _, lp := range exProto.GetLabel() {
-		ex.Labels = append(ex.Labels, labels.Label{
-			Name:  lp.GetName(),
-			Value: lp.GetValue(),
-		})
+		p.builder.Add(lp.GetName(), lp.GetValue())
 	}
+	p.builder.Sort()
+	ex.Labels = p.builder.Labels()
 	return true
 }
 
diff --git a/model/textparse/protobufparse_test.go b/model/textparse/protobufparse_test.go
index 33826ad8e1..b8b8681724 100644
--- a/model/textparse/protobufparse_test.go
+++ b/model/textparse/protobufparse_test.go
@@ -630,7 +630,6 @@ metric: <
 				require.Equal(t, true, found)
 				require.Equal(t, exp[i].e[0], e)
 			}
-			res = res[:0]
 
 		case EntryHistogram:
 			m, ts, shs, fhs := p.Histogram()
@@ -642,7 +641,6 @@ metric: <
 				require.Equal(t, exp[i].t, int64(0))
 			}
 			require.Equal(t, exp[i].lset, res)
-			res = res[:0]
 			require.Equal(t, exp[i].m, string(m))
 			if shs != nil {
 				require.Equal(t, exp[i].shs, shs)
diff --git a/notifier/notifier.go b/notifier/notifier.go
index fd89a029c7..79697d0796 100644
--- a/notifier/notifier.go
+++ b/notifier/notifier.go
@@ -353,11 +353,11 @@ func (n *Manager) Send(alerts ...*Alert) {
 	for _, a := range alerts {
 		lb := labels.NewBuilder(a.Labels)
 
-		for _, l := range n.opts.ExternalLabels {
+		n.opts.ExternalLabels.Range(func(l labels.Label) {
 			if a.Labels.Get(l.Name) == "" {
 				lb.Set(l.Name, l.Value)
 			}
-		}
+		})
 
 		a.Labels = lb.Labels(a.Labels)
 	}
@@ -394,8 +394,8 @@ func (n *Manager) relabelAlerts(alerts []*Alert) []*Alert {
 	var relabeledAlerts []*Alert
 
 	for _, alert := range alerts {
-		labels := relabel.Process(alert.Labels, n.opts.RelabelConfigs...)
-		if labels != nil {
+		labels, keep := relabel.Process(alert.Labels, n.opts.RelabelConfigs...)
+		if keep {
 			alert.Labels = labels
 			relabeledAlerts = append(relabeledAlerts, alert)
 		}
@@ -570,9 +570,9 @@ func alertsToOpenAPIAlerts(alerts []*Alert) models.PostableAlerts {
 
 func labelsToOpenAPILabelSet(modelLabelSet labels.Labels) models.LabelSet {
 	apiLabelSet := models.LabelSet{}
-	for _, label := range modelLabelSet {
+	modelLabelSet.Range(func(label labels.Label) {
 		apiLabelSet[label.Name] = label.Value
-	}
+	})
 
 	return apiLabelSet
 }
@@ -719,9 +719,9 @@ func AlertmanagerFromGroup(tg *targetgroup.Group, cfg *config.AlertmanagerConfig
 			}
 		}
 
-		lset := relabel.Process(labels.New(lbls...), cfg.RelabelConfigs...)
-		if lset == nil {
-			droppedAlertManagers = append(droppedAlertManagers, alertmanagerLabels{lbls})
+		lset, keep := relabel.Process(labels.New(lbls...), cfg.RelabelConfigs...)
+		if !keep {
+			droppedAlertManagers = append(droppedAlertManagers, alertmanagerLabels{labels.New(lbls...)})
 			continue
 		}
 
diff --git a/promql/engine.go b/promql/engine.go
index 0225f78d2a..0455779a4b 100644
--- a/promql/engine.go
+++ b/promql/engine.go
@@ -1567,7 +1567,7 @@ func (ev *evaluator) eval(expr parser.Expr) (parser.Value, storage.Warnings) {
 
 	case *parser.NumberLiteral:
 		return ev.rangeEval(nil, func(v []parser.Value, _ [][]EvalSeriesHelper, enh *EvalNodeHelper) (Vector, storage.Warnings) {
-			return append(enh.Out, Sample{Point: Point{V: e.Val}}), nil
+			return append(enh.Out, Sample{Point: Point{V: e.Val}, Metric: labels.EmptyLabels()}), nil
 		})
 
 	case *parser.StringLiteral:
@@ -2190,7 +2190,7 @@ func resultMetric(lhs, rhs labels.Labels, op parser.ItemType, matching *parser.V
 		}
 	}
 
-	ret := enh.lb.Labels(nil)
+	ret := enh.lb.Labels(labels.EmptyLabels())
 	enh.resultMetric[str] = ret
 	return ret
 }
@@ -2230,7 +2230,7 @@ func (ev *evaluator) VectorscalarBinop(op parser.ItemType, lhs Vector, rhs Scala
 }
 
 func dropMetricName(l labels.Labels) labels.Labels {
-	return labels.NewBuilder(l).Del(labels.MetricName).Labels(nil)
+	return labels.NewBuilder(l).Del(labels.MetricName).Labels(labels.EmptyLabels())
 }
 
 // scalarBinop evaluates a binary operation between two Scalars.
@@ -2357,7 +2357,7 @@ func (ev *evaluator) aggregation(op parser.ItemType, grouping []string, without
 		}
 	}
 
-	lb := labels.NewBuilder(nil)
+	lb := labels.NewBuilder(labels.EmptyLabels())
 	var buf []byte
 	for si, s := range vec {
 		metric := s.Metric
@@ -2365,7 +2365,7 @@ func (ev *evaluator) aggregation(op parser.ItemType, grouping []string, without
 		if op == parser.COUNT_VALUES {
 			lb.Reset(metric)
 			lb.Set(valueLabel, strconv.FormatFloat(s.V, 'f', -1, 64))
-			metric = lb.Labels(nil)
+			metric = lb.Labels(labels.EmptyLabels())
 
 			// We've changed the metric so we have to recompute the grouping key.
 			recomputeGroupingKey = true
@@ -2389,7 +2389,7 @@ func (ev *evaluator) aggregation(op parser.ItemType, grouping []string, without
 			} else {
 				lb.Keep(grouping...)
 			}
-			m := lb.Labels(nil)
+			m := lb.Labels(labels.EmptyLabels())
 			newAgg := &groupedAggregation{
 				labels:     m,
 				value:      s.V,
diff --git a/promql/engine_test.go b/promql/engine_test.go
index ea19641ba7..5094df2a29 100644
--- a/promql/engine_test.go
+++ b/promql/engine_test.go
@@ -684,6 +684,7 @@ load 10s
 			Result: Matrix{
 				Series{
 					Points: []Point{{V: 1, T: 0}, {V: 1, T: 1000}, {V: 1, T: 2000}},
+					Metric: labels.EmptyLabels(),
 				},
 			},
 			Start:    time.Unix(0, 0),
@@ -4008,7 +4009,7 @@ func TestSparseHistogram_Sum_Count_AddOperator(t *testing.T) {
 			// sum().
 			queryString := fmt.Sprintf("sum(%s)", seriesName)
 			queryAndCheck(queryString, []Sample{
-				{Point{T: ts, H: &c.expected}, labels.Labels{}},
+				{Point{T: ts, H: &c.expected}, labels.EmptyLabels()},
 			})
 
 			// + operator.
@@ -4017,13 +4018,13 @@ func TestSparseHistogram_Sum_Count_AddOperator(t *testing.T) {
 				queryString += fmt.Sprintf(` + ignoring(idx) %s{idx="%d"}`, seriesName, idx)
 			}
 			queryAndCheck(queryString, []Sample{
-				{Point{T: ts, H: &c.expected}, labels.Labels{}},
+				{Point{T: ts, H: &c.expected}, labels.EmptyLabels()},
 			})
 
 			// count().
 			queryString = fmt.Sprintf("count(%s)", seriesName)
 			queryAndCheck(queryString, []Sample{
-				{Point{T: ts, V: 3}, labels.Labels{}},
+				{Point{T: ts, V: 3}, labels.EmptyLabels()},
 			})
 		})
 	}
diff --git a/promql/functions.go b/promql/functions.go
index d481cb7358..c5922002b0 100644
--- a/promql/functions.go
+++ b/promql/functions.go
@@ -957,7 +957,7 @@ func funcHistogramQuantile(vals []parser.Value, args parser.Expressions, enh *Ev
 		if !ok {
 			sample.Metric = labels.NewBuilder(sample.Metric).
 				Del(excludedLabels...).
-				Labels(nil)
+				Labels(labels.EmptyLabels())
 
 			mb = &metricWithBuckets{sample.Metric, nil}
 			enh.signatureToMetricWithBuckets[string(enh.lblBuf)] = mb
@@ -1077,7 +1077,7 @@ func funcLabelReplace(vals []parser.Value, args parser.Expressions, enh *EvalNod
 				if len(res) > 0 {
 					lb.Set(dst, string(res))
 				}
-				outMetric = lb.Labels(nil)
+				outMetric = lb.Labels(labels.EmptyLabels())
 				enh.Dmn[h] = outMetric
 			}
 		}
@@ -1145,7 +1145,7 @@ func funcLabelJoin(vals []parser.Value, args parser.Expressions, enh *EvalNodeHe
 				lb.Set(dst, strval)
 			}
 
-			outMetric = lb.Labels(nil)
+			outMetric = lb.Labels(labels.EmptyLabels())
 			enh.Dmn[h] = outMetric
 		}
 
@@ -1383,7 +1383,7 @@ func (s *vectorByReverseValueHeap) Pop() interface{} {
 // createLabelsForAbsentFunction returns the labels that are uniquely and exactly matched
 // in a given expression. It is used in the absent functions.
 func createLabelsForAbsentFunction(expr parser.Expr) labels.Labels {
-	m := labels.Labels{}
+	b := labels.NewBuilder(labels.EmptyLabels())
 
 	var lm []*labels.Matcher
 	switch n := expr.(type) {
@@ -1392,25 +1392,26 @@ func createLabelsForAbsentFunction(expr parser.Expr) labels.Labels {
 	case *parser.MatrixSelector:
 		lm = n.VectorSelector.(*parser.VectorSelector).LabelMatchers
 	default:
-		return m
+		return labels.EmptyLabels()
 	}
 
-	empty := []string{}
+	// The 'has' map implements backwards-compatibility for historic behaviour:
+	// e.g. in `absent(x{job="a",job="b",foo="bar"})` then `job` is removed from the output.
+	// Note this gives arguably wrong behaviour for `absent(x{job="a",job="a",foo="bar"})`.
+	has := make(map[string]bool, len(lm))
 	for _, ma := range lm {
 		if ma.Name == labels.MetricName {
 			continue
 		}
-		if ma.Type == labels.MatchEqual && !m.Has(ma.Name) {
-			m = labels.NewBuilder(m).Set(ma.Name, ma.Value).Labels(nil)
+		if ma.Type == labels.MatchEqual && !has[ma.Name] {
+			b.Set(ma.Name, ma.Value)
+			has[ma.Name] = true
 		} else {
-			empty = append(empty, ma.Name)
+			b.Del(ma.Name)
 		}
 	}
 
-	for _, v := range empty {
-		m = labels.NewBuilder(m).Del(v).Labels(nil)
-	}
-	return m
+	return b.Labels(labels.EmptyLabels())
 }
 
 func stringFromArg(e parser.Expr) string {
diff --git a/promql/parser/generated_parser.y b/promql/parser/generated_parser.y
index 433f45259c..461e854ac1 100644
--- a/promql/parser/generated_parser.y
+++ b/promql/parser/generated_parser.y
@@ -16,13 +16,13 @@ package parser
 
 import (
         "math"
-        "sort"
         "strconv"
         "time"
 
         "github.com/prometheus/prometheus/model/labels"
         "github.com/prometheus/prometheus/model/value"
 )
+
 %}
 
 %union {
@@ -32,6 +32,7 @@ import (
     matcher   *labels.Matcher
     label     labels.Label
     labels    labels.Labels
+    lblList   []labels.Label
     strings   []string
     series    []SequenceValue
     uint      uint64
@@ -138,10 +139,9 @@ START_METRIC_SELECTOR
 // Type definitions for grammar rules.
 %type <matchers> label_match_list
 %type <matcher> label_matcher
-
 %type <item> aggregate_op grouping_label match_op maybe_label metric_identifier unary_op at_modifier_preprocessors
-
-%type <labels> label_set label_set_list metric
+%type <labels> label_set metric
+%type <lblList> label_set_list
 %type <label> label_set_item
 %type <strings> grouping_label_list grouping_labels maybe_grouping_labels
 %type <series> series_item series_values
@@ -567,7 +567,7 @@ label_matcher   : IDENTIFIER match_op STRING
  */
 
 metric          : metric_identifier label_set
-                        { $$ = append($2, labels.Label{Name: labels.MetricName, Value: $1.Val}); sort.Sort($$) }
+                        { b := labels.NewBuilder($2); b.Set(labels.MetricName, $1.Val); $$ = b.Labels(labels.EmptyLabels()) }
                 | label_set
                         {$$ = $1}
                 ;
diff --git a/promql/parser/generated_parser.y.go b/promql/parser/generated_parser.y.go
index 87f25f024e..3a0e8bf69b 100644
--- a/promql/parser/generated_parser.y.go
+++ b/promql/parser/generated_parser.y.go
@@ -9,7 +9,6 @@ import __yyfmt__ "fmt"
 
 import (
 	"math"
-	"sort"
 	"strconv"
 	"time"
 
@@ -26,6 +25,7 @@ type yySymType struct {
 	matcher  *labels.Matcher
 	label    labels.Label
 	labels   labels.Labels
+	lblList  []labels.Label
 	strings  []string
 	series   []SequenceValue
 	uint     uint64
@@ -458,7 +458,7 @@ var yyPact = [...]int{
 
 var yyPgo = [...]int{
 	0, 267, 7, 265, 2, 264, 262, 164, 261, 257,
-	115, 253, 181, 8, 252, 4, 5, 251, 250, 0,
+	115, 181, 253, 8, 252, 4, 5, 251, 250, 0,
 	23, 248, 6, 247, 246, 245, 10, 64, 244, 239,
 	1, 231, 230, 9, 217, 21, 214, 213, 205, 201,
 	198, 196, 189, 188, 206, 3, 180, 165, 127,
@@ -474,10 +474,10 @@ var yyR1 = [...]int{
 	31, 33, 33, 32, 32, 32, 40, 38, 38, 38,
 	24, 24, 24, 9, 9, 36, 42, 42, 42, 42,
 	42, 43, 44, 44, 44, 35, 35, 35, 1, 1,
-	1, 2, 2, 2, 2, 12, 12, 7, 7, 7,
+	1, 2, 2, 2, 2, 11, 11, 7, 7, 7,
 	7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
 	7, 7, 7, 7, 7, 7, 7, 7, 7, 10,
-	10, 10, 10, 11, 11, 11, 13, 13, 13, 13,
+	10, 10, 10, 12, 12, 12, 13, 13, 13, 13,
 	48, 18, 18, 18, 18, 17, 17, 17, 17, 17,
 	21, 21, 21, 3, 3, 3, 3, 3, 3, 3,
 	3, 3, 3, 3, 3, 6, 6, 6, 6, 6,
@@ -513,14 +513,14 @@ var yyR2 = [...]int{
 }
 
 var yyChk = [...]int{
-	-1000, -47, 75, 76, 77, 78, 2, 10, -12, -7,
+	-1000, -47, 75, 76, 77, 78, 2, 10, -11, -7,
 	-10, 47, 48, 62, 49, 50, 51, 12, 32, 33,
 	36, 52, 16, 53, 66, 54, 55, 56, 57, 58,
-	68, 71, 72, 13, -48, -12, 10, -30, -25, -28,
+	68, 71, 72, 13, -48, -11, 10, -30, -25, -28,
 	-31, -36, -37, -38, -40, -41, -42, -43, -44, -24,
 	-3, 12, 17, 15, 23, -8, -7, -35, 47, 48,
 	49, 50, 51, 52, 53, 54, 55, 56, 57, 58,
-	26, 42, 13, -44, -10, -11, 18, -13, 12, 2,
+	26, 42, 13, -44, -10, -12, 18, -13, 12, 2,
 	-18, 2, 26, 44, 27, 28, 30, 31, 32, 33,
 	34, 35, 36, 37, 38, 39, 41, 42, 66, 43,
 	14, -26, -33, 2, 62, 68, 15, -33, -30, -30,
@@ -1492,8 +1492,9 @@ yydefault:
 		yyDollar = yyS[yypt-2 : yypt+1]
 //line promql/parser/generated_parser.y:570
 		{
-			yyVAL.labels = append(yyDollar[2].labels, labels.Label{Name: labels.MetricName, Value: yyDollar[1].item.Val})
-			sort.Sort(yyVAL.labels)
+			b := labels.NewBuilder(yyDollar[2].labels)
+			b.Set(labels.MetricName, yyDollar[1].item.Val)
+			yyVAL.labels = b.Labels(labels.EmptyLabels())
 		}
 	case 96:
 		yyDollar = yyS[yypt-1 : yypt+1]
@@ -1505,13 +1506,13 @@ yydefault:
 		yyDollar = yyS[yypt-3 : yypt+1]
 //line promql/parser/generated_parser.y:579
 		{
-			yyVAL.labels = labels.New(yyDollar[2].labels...)
+			yyVAL.labels = labels.New(yyDollar[2].lblList...)
 		}
 	case 120:
 		yyDollar = yyS[yypt-4 : yypt+1]
 //line promql/parser/generated_parser.y:581
 		{
-			yyVAL.labels = labels.New(yyDollar[2].labels...)
+			yyVAL.labels = labels.New(yyDollar[2].lblList...)
 		}
 	case 121:
 		yyDollar = yyS[yypt-2 : yypt+1]
@@ -1529,20 +1530,20 @@ yydefault:
 		yyDollar = yyS[yypt-3 : yypt+1]
 //line promql/parser/generated_parser.y:589
 		{
-			yyVAL.labels = append(yyDollar[1].labels, yyDollar[3].label)
+			yyVAL.lblList = append(yyDollar[1].lblList, yyDollar[3].label)
 		}
 	case 124:
 		yyDollar = yyS[yypt-1 : yypt+1]
 //line promql/parser/generated_parser.y:591
 		{
-			yyVAL.labels = []labels.Label{yyDollar[1].label}
+			yyVAL.lblList = []labels.Label{yyDollar[1].label}
 		}
 	case 125:
 		yyDollar = yyS[yypt-2 : yypt+1]
 //line promql/parser/generated_parser.y:593
 		{
 			yylex.(*parser).unexpected("label set", "\",\" or \"}\"")
-			yyVAL.labels = yyDollar[1].labels
+			yyVAL.lblList = yyDollar[1].lblList
 		}
 	case 126:
 		yyDollar = yyS[yypt-3 : yypt+1]
diff --git a/promql/test.go b/promql/test.go
index ab2a159c4e..78cc1e9fbb 100644
--- a/promql/test.go
+++ b/promql/test.go
@@ -202,7 +202,7 @@ func (t *Test) parseEval(lines []string, i int) (int, *evalCmd, error) {
 			break
 		}
 		if f, err := parseNumber(defLine); err == nil {
-			cmd.expect(0, nil, parser.SequenceValue{Value: f})
+			cmd.expect(0, parser.SequenceValue{Value: f})
 			break
 		}
 		metric, vals, err := parser.ParseSeriesDesc(defLine)
@@ -218,7 +218,7 @@ func (t *Test) parseEval(lines []string, i int) (int, *evalCmd, error) {
 		if len(vals) > 1 {
 			return i, nil, raise(i, "expecting multiple values in instant evaluation not allowed")
 		}
-		cmd.expect(j, metric, vals...)
+		cmd.expectMetric(j, metric, vals...)
 	}
 	return i, cmd, nil
 }
@@ -368,13 +368,15 @@ func (ev *evalCmd) String() string {
 	return "eval"
 }
 
-// expect adds a new metric with a sequence of values to the set of expected
+// expect adds a sequence of values to the set of expected
 // results for the query.
-func (ev *evalCmd) expect(pos int, m labels.Labels, vals ...parser.SequenceValue) {
-	if m == nil {
-		ev.expected[0] = entry{pos: pos, vals: vals}
-		return
-	}
+func (ev *evalCmd) expect(pos int, vals ...parser.SequenceValue) {
+	ev.expected[0] = entry{pos: pos, vals: vals}
+}
+
+// expectMetric adds a new metric with a sequence of values to the set of expected
+// results for the query.
+func (ev *evalCmd) expectMetric(pos int, m labels.Labels, vals ...parser.SequenceValue) {
 	h := m.Hash()
 	ev.metrics[h] = m
 	ev.expected[h] = entry{pos: pos, vals: vals}
diff --git a/promql/test_test.go b/promql/test_test.go
index c5cb41ed9d..347f669161 100644
--- a/promql/test_test.go
+++ b/promql/test_test.go
@@ -127,11 +127,11 @@ func TestLazyLoader_WithSamplesTill(t *testing.T) {
 				require.NoError(t, err)
 				for _, s := range tc.series {
 					var matchers []*labels.Matcher
-					for _, label := range s.Metric {
+					s.Metric.Range(func(label labels.Label) {
 						m, err := labels.NewMatcher(labels.MatchEqual, label.Name, label.Value)
 						require.NoError(t, err)
 						matchers = append(matchers, m)
-					}
+					})
 
 					// Get the series for the matcher.
 					ss := querier.Select(false, nil, matchers...)
diff --git a/rules/alerting.go b/rules/alerting.go
index 4cfb1fa85f..d456662669 100644
--- a/rules/alerting.go
+++ b/rules/alerting.go
@@ -146,10 +146,7 @@ func NewAlertingRule(
 	labels, annotations, externalLabels labels.Labels, externalURL string,
 	restored bool, logger log.Logger,
 ) *AlertingRule {
-	el := make(map[string]string, len(externalLabels))
-	for _, lbl := range externalLabels {
-		el[lbl.Name] = lbl.Value
-	}
+	el := externalLabels.Map()
 
 	return &AlertingRule{
 		name:                name,
@@ -217,16 +214,16 @@ func (r *AlertingRule) Annotations() labels.Labels {
 func (r *AlertingRule) sample(alert *Alert, ts time.Time) promql.Sample {
 	lb := labels.NewBuilder(r.labels)
 
-	for _, l := range alert.Labels {
+	alert.Labels.Range(func(l labels.Label) {
 		lb.Set(l.Name, l.Value)
-	}
+	})
 
 	lb.Set(labels.MetricName, alertMetricName)
 	lb.Set(labels.AlertName, r.name)
 	lb.Set(alertStateLabel, alert.State.String())
 
 	s := promql.Sample{
-		Metric: lb.Labels(nil),
+		Metric: lb.Labels(labels.EmptyLabels()),
 		Point:  promql.Point{T: timestamp.FromTime(ts), V: 1},
 	}
 	return s
@@ -236,15 +233,15 @@ func (r *AlertingRule) sample(alert *Alert, ts time.Time) promql.Sample {
 func (r *AlertingRule) forStateSample(alert *Alert, ts time.Time, v float64) promql.Sample {
 	lb := labels.NewBuilder(r.labels)
 
-	for _, l := range alert.Labels {
+	alert.Labels.Range(func(l labels.Label) {
 		lb.Set(l.Name, l.Value)
-	}
+	})
 
 	lb.Set(labels.MetricName, alertForStateMetricName)
 	lb.Set(labels.AlertName, r.name)
 
 	s := promql.Sample{
-		Metric: lb.Labels(nil),
+		Metric: lb.Labels(labels.EmptyLabels()),
 		Point:  promql.Point{T: timestamp.FromTime(ts), V: v},
 	}
 	return s
@@ -254,13 +251,13 @@ func (r *AlertingRule) forStateSample(alert *Alert, ts time.Time, v float64) pro
 func (r *AlertingRule) QueryforStateSeries(alert *Alert, q storage.Querier) (storage.Series, error) {
 	smpl := r.forStateSample(alert, time.Now(), 0)
 	var matchers []*labels.Matcher
-	for _, l := range smpl.Metric {
+	smpl.Metric.Range(func(l labels.Label) {
 		mt, err := labels.NewMatcher(labels.MatchEqual, l.Name, l.Value)
 		if err != nil {
 			panic(err)
 		}
 		matchers = append(matchers, mt)
-	}
+	})
 	sset := q.Select(false, nil, matchers...)
 
 	var s storage.Series
@@ -268,7 +265,7 @@ func (r *AlertingRule) QueryforStateSeries(alert *Alert, q storage.Querier) (sto
 		// Query assures that smpl.Metric is included in sset.At().Labels(),
 		// hence just checking the length would act like equality.
 		// (This is faster than calling labels.Compare again as we already have some info).
-		if len(sset.At().Labels()) == len(matchers) {
+		if sset.At().Labels().Len() == len(matchers) {
 			s = sset.At()
 			break
 		}
@@ -327,10 +324,7 @@ func (r *AlertingRule) Eval(ctx context.Context, ts time.Time, query QueryFunc,
 	alerts := make(map[uint64]*Alert, len(res))
 	for _, smpl := range res {
 		// Provide the alert information to the template.
-		l := make(map[string]string, len(smpl.Metric))
-		for _, lbl := range smpl.Metric {
-			l[lbl.Name] = lbl.Value
-		}
+		l := smpl.Metric.Map()
 
 		tmplData := template.AlertTemplateData(l, r.externalLabels, r.externalURL, smpl.V)
 		// Inject some convenience variables that are easier to remember for users
@@ -363,17 +357,18 @@ func (r *AlertingRule) Eval(ctx context.Context, ts time.Time, query QueryFunc,
 
 		lb := labels.NewBuilder(smpl.Metric).Del(labels.MetricName)
 
-		for _, l := range r.labels {
+		r.labels.Range(func(l labels.Label) {
 			lb.Set(l.Name, expand(l.Value))
-		}
+		})
 		lb.Set(labels.AlertName, r.Name())
 
-		annotations := make(labels.Labels, 0, len(r.annotations))
-		for _, a := range r.annotations {
-			annotations = append(annotations, labels.Label{Name: a.Name, Value: expand(a.Value)})
-		}
+		sb := labels.ScratchBuilder{}
+		r.annotations.Range(func(a labels.Label) {
+			sb.Add(a.Name, expand(a.Value))
+		})
+		annotations := sb.Labels()
 
-		lbs := lb.Labels(nil)
+		lbs := lb.Labels(labels.EmptyLabels())
 		h := lbs.Hash()
 		resultFPs[h] = struct{}{}
 
diff --git a/rules/recording.go b/rules/recording.go
index 35d4960329..8e7eefa1d5 100644
--- a/rules/recording.go
+++ b/rules/recording.go
@@ -85,11 +85,11 @@ func (rule *RecordingRule) Eval(ctx context.Context, ts time.Time, query QueryFu
 
 		lb.Set(labels.MetricName, rule.name)
 
-		for _, l := range rule.labels {
+		rule.labels.Range(func(l labels.Label) {
 			lb.Set(l.Name, l.Value)
-		}
+		})
 
-		sample.Metric = lb.Labels(nil)
+		sample.Metric = lb.Labels(labels.EmptyLabels())
 	}
 
 	// Check that the rule does not produce identical metrics after applying
diff --git a/scrape/manager_test.go b/scrape/manager_test.go
index 90aa1db286..dd550511e8 100644
--- a/scrape/manager_test.go
+++ b/scrape/manager_test.go
@@ -149,8 +149,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "no address",
 		},
 		// Address label missing, but added in relabelling.
@@ -242,8 +242,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "invalid label value for \"custom\": \"\\xbd\"",
 		},
 		// Invalid duration in interval label.
@@ -259,8 +259,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "error parsing scrape interval: not a valid duration string: \"2notseconds\"",
 		},
 		// Invalid duration in timeout label.
@@ -276,8 +276,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "error parsing scrape timeout: not a valid duration string: \"2notseconds\"",
 		},
 		// 0 interval in timeout label.
@@ -293,8 +293,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "scrape interval cannot be 0",
 		},
 		// 0 duration in timeout label.
@@ -310,8 +310,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "scrape timeout cannot be 0",
 		},
 		// Timeout less than interval.
@@ -328,8 +328,8 @@ func TestPopulateLabels(t *testing.T) {
 				ScrapeInterval: model.Duration(time.Second),
 				ScrapeTimeout:  model.Duration(time.Second),
 			},
-			res:     nil,
-			resOrig: nil,
+			res:     labels.EmptyLabels(),
+			resOrig: labels.EmptyLabels(),
 			err:     "scrape timeout cannot be greater than scrape interval (\"2s\" > \"1s\")",
 		},
 		// Don't attach default port.
diff --git a/scrape/scrape.go b/scrape/scrape.go
index e9d172a3e8..10e9119a26 100644
--- a/scrape/scrape.go
+++ b/scrape/scrape.go
@@ -268,6 +268,7 @@ type scrapeLoopOptions struct {
 
 const maxAheadTime = 10 * time.Minute
 
+// returning an empty label set is interpreted as "drop"
 type labelsMutator func(labels.Labels) labels.Labels
 
 func newScrapePool(cfg *config.ScrapeConfig, app storage.Appendable, jitterSeed uint64, logger log.Logger, options *Options) (*scrapePool, error) {
@@ -498,9 +499,9 @@ func (sp *scrapePool) Sync(tgs []*targetgroup.Group) {
 		}
 		targetSyncFailed.WithLabelValues(sp.config.JobName).Add(float64(len(failures)))
 		for _, t := range targets {
-			if t.Labels().Len() > 0 {
+			if !t.Labels().IsEmpty() {
 				all = append(all, t)
-			} else if t.DiscoveredLabels().Len() > 0 {
+			} else if !t.DiscoveredLabels().IsEmpty() {
 				sp.droppedTargets = append(sp.droppedTargets, t)
 			}
 		}
@@ -634,7 +635,7 @@ func verifyLabelLimits(lset labels.Labels, limits *labelLimits) error {
 
 	met := lset.Get(labels.MetricName)
 	if limits.labelLimit > 0 {
-		nbLabels := len(lset)
+		nbLabels := lset.Len()
 		if nbLabels > int(limits.labelLimit) {
 			return fmt.Errorf("label_limit exceeded (metric: %.50s, number of labels: %d, limit: %d)", met, nbLabels, limits.labelLimit)
 		}
@@ -644,7 +645,7 @@ func verifyLabelLimits(lset labels.Labels, limits *labelLimits) error {
 		return nil
 	}
 
-	for _, l := range lset {
+	return lset.Validate(func(l labels.Label) error {
 		if limits.labelNameLengthLimit > 0 {
 			nameLength := len(l.Name)
 			if nameLength > int(limits.labelNameLengthLimit) {
@@ -658,8 +659,8 @@ func verifyLabelLimits(lset labels.Labels, limits *labelLimits) error {
 				return fmt.Errorf("label_value_length_limit exceeded (metric: %.50s, label name: %.50s, value: %.50q, length: %d, limit: %d)", met, l.Name, l.Value, valueLength, limits.labelValueLengthLimit)
 			}
 		}
-	}
-	return nil
+		return nil
+	})
 }
 
 func mutateSampleLabels(lset labels.Labels, target *Target, honor bool, rc []*relabel.Config) labels.Labels {
@@ -667,37 +668,37 @@ func mutateSampleLabels(lset labels.Labels, target *Target, honor bool, rc []*re
 	targetLabels := target.Labels()
 
 	if honor {
-		for _, l := range targetLabels {
+		targetLabels.Range(func(l labels.Label) {
 			if !lset.Has(l.Name) {
 				lb.Set(l.Name, l.Value)
 			}
-		}
+		})
 	} else {
-		var conflictingExposedLabels labels.Labels
-		for _, l := range targetLabels {
+		var conflictingExposedLabels []labels.Label
+		targetLabels.Range(func(l labels.Label) {
 			existingValue := lset.Get(l.Name)
 			if existingValue != "" {
 				conflictingExposedLabels = append(conflictingExposedLabels, labels.Label{Name: l.Name, Value: existingValue})
 			}
 			// It is now safe to set the target label.
 			lb.Set(l.Name, l.Value)
-		}
+		})
 
 		if len(conflictingExposedLabels) > 0 {
 			resolveConflictingExposedLabels(lb, lset, targetLabels, conflictingExposedLabels)
 		}
 	}
 
-	res := lb.Labels(nil)
+	res := lb.Labels(labels.EmptyLabels())
 
 	if len(rc) > 0 {
-		res = relabel.Process(res, rc...)
+		res, _ = relabel.Process(res, rc...)
 	}
 
 	return res
 }
 
-func resolveConflictingExposedLabels(lb *labels.Builder, exposedLabels, targetLabels, conflictingExposedLabels labels.Labels) {
+func resolveConflictingExposedLabels(lb *labels.Builder, exposedLabels, targetLabels labels.Labels, conflictingExposedLabels []labels.Label) {
 	sort.SliceStable(conflictingExposedLabels, func(i, j int) bool {
 		return len(conflictingExposedLabels[i].Name) < len(conflictingExposedLabels[j].Name)
 	})
@@ -708,7 +709,7 @@ func resolveConflictingExposedLabels(lb *labels.Builder, exposedLabels, targetLa
 			newName = model.ExportedLabelPrefix + newName
 			if !exposedLabels.Has(newName) &&
 				!targetLabels.Has(newName) &&
-				!conflictingExposedLabels[:i].Has(newName) {
+				!labelSliceHas(conflictingExposedLabels[:i], newName) {
 				conflictingExposedLabels[i].Name = newName
 				break
 			}
@@ -720,15 +721,24 @@ func resolveConflictingExposedLabels(lb *labels.Builder, exposedLabels, targetLa
 	}
 }
 
+func labelSliceHas(lbls []labels.Label, name string) bool {
+	for _, l := range lbls {
+		if l.Name == name {
+			return true
+		}
+	}
+	return false
+}
+
 func mutateReportSampleLabels(lset labels.Labels, target *Target) labels.Labels {
 	lb := labels.NewBuilder(lset)
 
-	for _, l := range target.Labels() {
+	target.Labels().Range(func(l labels.Label) {
 		lb.Set(model.ExportedLabelPrefix+l.Name, lset.Get(l.Name))
 		lb.Set(l.Name, l.Value)
-	}
+	})
 
-	return lb.Labels(nil)
+	return lb.Labels(labels.EmptyLabels())
 }
 
 // appender returns an appender for ingested samples from the target.
@@ -1599,8 +1609,8 @@ loop:
 			// and relabeling and store the final label set.
 			lset = sl.sampleMutator(lset)
 
-			// The label set may be set to nil to indicate dropping.
-			if lset == nil {
+			// The label set may be set to empty to indicate dropping.
+			if lset.IsEmpty() {
 				sl.cache.addDropped(mets)
 				continue
 			}
@@ -1857,12 +1867,10 @@ func (sl *scrapeLoop) addReportSample(app storage.Appender, s string, t int64, v
 		ref = ce.ref
 		lset = ce.lset
 	} else {
-		lset = labels.Labels{
-			// The constants are suffixed with the invalid \xff unicode rune to avoid collisions
-			// with scraped metrics in the cache.
-			// We have to drop it when building the actual metric.
-			labels.Label{Name: labels.MetricName, Value: s[:len(s)-1]},
-		}
+		// The constants are suffixed with the invalid \xff unicode rune to avoid collisions
+		// with scraped metrics in the cache.
+		// We have to drop it when building the actual metric.
+		lset = labels.FromStrings(labels.MetricName, s[:len(s)-1])
 		lset = sl.reportSampleMutator(lset)
 	}
 
diff --git a/scrape/scrape_test.go b/scrape/scrape_test.go
index bb851bd9ec..4fa871a3e2 100644
--- a/scrape/scrape_test.go
+++ b/scrape/scrape_test.go
@@ -1623,7 +1623,7 @@ func TestScrapeLoopAppendSampleLimit(t *testing.T) {
 		nil, nil, nil,
 		func(l labels.Labels) labels.Labels {
 			if l.Has("deleteme") {
-				return nil
+				return labels.EmptyLabels()
 			}
 			return l
 		},
diff --git a/scrape/target.go b/scrape/target.go
index f546239542..3f3afbd3a3 100644
--- a/scrape/target.go
+++ b/scrape/target.go
@@ -172,22 +172,20 @@ func (t *Target) offset(interval time.Duration, jitterSeed uint64) time.Duration
 
 // Labels returns a copy of the set of all public labels of the target.
 func (t *Target) Labels() labels.Labels {
-	lset := make(labels.Labels, 0, len(t.labels))
-	for _, l := range t.labels {
+	b := labels.NewScratchBuilder(t.labels.Len())
+	t.labels.Range(func(l labels.Label) {
 		if !strings.HasPrefix(l.Name, model.ReservedLabelPrefix) {
-			lset = append(lset, l)
+			b.Add(l.Name, l.Value)
 		}
-	}
-	return lset
+	})
+	return b.Labels()
 }
 
 // DiscoveredLabels returns a copy of the target's labels before any processing.
 func (t *Target) DiscoveredLabels() labels.Labels {
 	t.mtx.Lock()
 	defer t.mtx.Unlock()
-	lset := make(labels.Labels, len(t.discoveredLabels))
-	copy(lset, t.discoveredLabels)
-	return lset
+	return t.discoveredLabels.Copy()
 }
 
 // SetDiscoveredLabels sets new DiscoveredLabels
@@ -205,9 +203,9 @@ func (t *Target) URL() *url.URL {
 		params[k] = make([]string, len(v))
 		copy(params[k], v)
 	}
-	for _, l := range t.labels {
+	t.labels.Range(func(l labels.Label) {
 		if !strings.HasPrefix(l.Name, model.ParamLabelPrefix) {
-			continue
+			return
 		}
 		ks := l.Name[len(model.ParamLabelPrefix):]
 
@@ -216,7 +214,7 @@ func (t *Target) URL() *url.URL {
 		} else {
 			params[ks] = []string{l.Value}
 		}
-	}
+	})
 
 	return &url.URL{
 		Scheme:   t.labels.Get(model.SchemeLabel),
@@ -374,15 +372,15 @@ func PopulateLabels(lset labels.Labels, cfg *config.ScrapeConfig, noDefaultPort
 		}
 	}
 
-	preRelabelLabels := lb.Labels(nil)
-	lset = relabel.Process(preRelabelLabels, cfg.RelabelConfigs...)
+	preRelabelLabels := lb.Labels(labels.EmptyLabels())
+	lset, keep := relabel.Process(preRelabelLabels, cfg.RelabelConfigs...)
 
 	// Check if the target was dropped.
-	if lset == nil {
-		return nil, preRelabelLabels, nil
+	if !keep {
+		return labels.EmptyLabels(), preRelabelLabels, nil
 	}
 	if v := lset.Get(model.AddressLabel); v == "" {
-		return nil, nil, errors.New("no address")
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.New("no address")
 	}
 
 	lb = labels.NewBuilder(lset)
@@ -413,7 +411,7 @@ func PopulateLabels(lset labels.Labels, cfg *config.ScrapeConfig, noDefaultPort
 		case "https":
 			addr = addr + ":443"
 		default:
-			return nil, nil, errors.Errorf("invalid scheme: %q", cfg.Scheme)
+			return labels.EmptyLabels(), labels.EmptyLabels(), errors.Errorf("invalid scheme: %q", cfg.Scheme)
 		}
 		lb.Set(model.AddressLabel, addr)
 	}
@@ -434,50 +432,54 @@ func PopulateLabels(lset labels.Labels, cfg *config.ScrapeConfig, noDefaultPort
 	}
 
 	if err := config.CheckTargetAddress(model.LabelValue(addr)); err != nil {
-		return nil, nil, err
+		return labels.EmptyLabels(), labels.EmptyLabels(), err
 	}
 
 	interval := lset.Get(model.ScrapeIntervalLabel)
 	intervalDuration, err := model.ParseDuration(interval)
 	if err != nil {
-		return nil, nil, errors.Errorf("error parsing scrape interval: %v", err)
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.Errorf("error parsing scrape interval: %v", err)
 	}
 	if time.Duration(intervalDuration) == 0 {
-		return nil, nil, errors.New("scrape interval cannot be 0")
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.New("scrape interval cannot be 0")
 	}
 
 	timeout := lset.Get(model.ScrapeTimeoutLabel)
 	timeoutDuration, err := model.ParseDuration(timeout)
 	if err != nil {
-		return nil, nil, errors.Errorf("error parsing scrape timeout: %v", err)
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.Errorf("error parsing scrape timeout: %v", err)
 	}
 	if time.Duration(timeoutDuration) == 0 {
-		return nil, nil, errors.New("scrape timeout cannot be 0")
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.New("scrape timeout cannot be 0")
 	}
 
 	if timeoutDuration > intervalDuration {
-		return nil, nil, errors.Errorf("scrape timeout cannot be greater than scrape interval (%q > %q)", timeout, interval)
+		return labels.EmptyLabels(), labels.EmptyLabels(), errors.Errorf("scrape timeout cannot be greater than scrape interval (%q > %q)", timeout, interval)
 	}
 
 	// Meta labels are deleted after relabelling. Other internal labels propagate to
 	// the target which decides whether they will be part of their label set.
-	for _, l := range lset {
+	lset.Range(func(l labels.Label) {
 		if strings.HasPrefix(l.Name, model.MetaLabelPrefix) {
 			lb.Del(l.Name)
 		}
-	}
+	})
 
 	// Default the instance label to the target address.
 	if v := lset.Get(model.InstanceLabel); v == "" {
 		lb.Set(model.InstanceLabel, addr)
 	}
 
-	res = lb.Labels(nil)
-	for _, l := range res {
+	res = lb.Labels(labels.EmptyLabels())
+	err = res.Validate(func(l labels.Label) error {
 		// Check label values are valid, drop the target if not.
 		if !model.LabelValue(l.Value).IsValid() {
-			return nil, nil, errors.Errorf("invalid label value for %q: %q", l.Name, l.Value)
+			return errors.Errorf("invalid label value for %q: %q", l.Name, l.Value)
 		}
+		return nil
+	})
+	if err != nil {
+		return labels.EmptyLabels(), labels.EmptyLabels(), err
 	}
 	return res, preRelabelLabels, nil
 }
@@ -501,12 +503,12 @@ func TargetsFromGroup(tg *targetgroup.Group, cfg *config.ScrapeConfig, noDefault
 
 		lset := labels.New(lbls...)
 
-		lbls, origLabels, err := PopulateLabels(lset, cfg, noDefaultPort)
+		lset, origLabels, err := PopulateLabels(lset, cfg, noDefaultPort)
 		if err != nil {
 			failures = append(failures, errors.Wrapf(err, "instance %d in group %s", i, tg))
 		}
-		if lbls != nil || origLabels != nil {
-			targets = append(targets, NewTarget(lbls, origLabels, cfg.Params))
+		if !lset.IsEmpty() || !origLabels.IsEmpty() {
+			targets = append(targets, NewTarget(lset, origLabels, cfg.Params))
 		}
 	}
 	return targets, failures
diff --git a/scrape/target_test.go b/scrape/target_test.go
index ce6a471ee4..693bca145a 100644
--- a/scrape/target_test.go
+++ b/scrape/target_test.go
@@ -129,7 +129,7 @@ func newTestTarget(targetURL string, deadline time.Duration, lbls labels.Labels)
 	lb.Set(model.AddressLabel, strings.TrimPrefix(targetURL, "http://"))
 	lb.Set(model.MetricsPathLabel, "/metrics")
 
-	return &Target{labels: lb.Labels(nil)}
+	return &Target{labels: lb.Labels(labels.EmptyLabels())}
 }
 
 func TestNewHTTPBearerToken(t *testing.T) {
diff --git a/storage/merge.go b/storage/merge.go
index 78a0125db2..ba45b12bd3 100644
--- a/storage/merge.go
+++ b/storage/merge.go
@@ -699,7 +699,7 @@ func (c *compactChunkIterator) Next() bool {
 			// 1:1 duplicates, skip it.
 		} else {
 			// We operate on same series, so labels does not matter here.
-			overlapping = append(overlapping, newChunkToSeriesDecoder(nil, next))
+			overlapping = append(overlapping, newChunkToSeriesDecoder(labels.EmptyLabels(), next))
 			if next.MaxTime > oMaxTime {
 				oMaxTime = next.MaxTime
 			}
@@ -716,7 +716,7 @@ func (c *compactChunkIterator) Next() bool {
 	}
 
 	// Add last as it's not yet included in overlap. We operate on same series, so labels does not matter here.
-	iter = NewSeriesToChunkEncoder(c.mergeFunc(append(overlapping, newChunkToSeriesDecoder(nil, c.curr))...)).Iterator(nil)
+	iter = NewSeriesToChunkEncoder(c.mergeFunc(append(overlapping, newChunkToSeriesDecoder(labels.EmptyLabels(), c.curr))...)).Iterator(nil)
 	if !iter.Next() {
 		if c.err = iter.Err(); c.err != nil {
 			return false
diff --git a/storage/remote/codec.go b/storage/remote/codec.go
index e5b8751007..023780b489 100644
--- a/storage/remote/codec.go
+++ b/storage/remote/codec.go
@@ -153,10 +153,10 @@ func ToQueryResult(ss storage.SeriesSet, sampleLimit int) (*prompb.QueryResult,
 func FromQueryResult(sortSeries bool, res *prompb.QueryResult) storage.SeriesSet {
 	series := make([]storage.Series, 0, len(res.Timeseries))
 	for _, ts := range res.Timeseries {
-		lbls := labelProtosToLabels(ts.Labels)
-		if err := validateLabelsAndMetricName(lbls); err != nil {
+		if err := validateLabelsAndMetricName(ts.Labels); err != nil {
 			return errSeriesSet{err: err}
 		}
+		lbls := labelProtosToLabels(ts.Labels)
 		series = append(series, &concreteSeries{labels: lbls, samples: ts.Samples})
 	}
 
@@ -348,7 +348,7 @@ type concreteSeries struct {
 }
 
 func (c *concreteSeries) Labels() labels.Labels {
-	return labels.New(c.labels...)
+	return c.labels.Copy()
 }
 
 func (c *concreteSeries) Iterator(it chunkenc.Iterator) chunkenc.Iterator {
@@ -443,7 +443,7 @@ func (c *concreteSeriesIterator) Err() error {
 
 // validateLabelsAndMetricName validates the label names/values and metric names returned from remote read,
 // also making sure that there are no labels with duplicate names
-func validateLabelsAndMetricName(ls labels.Labels) error {
+func validateLabelsAndMetricName(ls []prompb.Label) error {
 	for i, l := range ls {
 		if l.Name == labels.MetricName && !model.IsValidMetricName(model.LabelValue(l.Value)) {
 			return fmt.Errorf("invalid metric name: %v", l.Value)
@@ -583,30 +583,24 @@ func LabelProtosToMetric(labelPairs []*prompb.Label) model.Metric {
 }
 
 func labelProtosToLabels(labelPairs []prompb.Label) labels.Labels {
-	result := make(labels.Labels, 0, len(labelPairs))
+	b := labels.ScratchBuilder{}
 	for _, l := range labelPairs {
-		result = append(result, labels.Label{
-			Name:  l.Name,
-			Value: l.Value,
-		})
+		b.Add(l.Name, l.Value)
 	}
-	sort.Sort(result)
-	return result
+	b.Sort()
+	return b.Labels()
 }
 
 // labelsToLabelsProto transforms labels into prompb labels. The buffer slice
 // will be used to avoid allocations if it is big enough to store the labels.
-func labelsToLabelsProto(labels labels.Labels, buf []prompb.Label) []prompb.Label {
+func labelsToLabelsProto(lbls labels.Labels, buf []prompb.Label) []prompb.Label {
 	result := buf[:0]
-	if cap(buf) < len(labels) {
-		result = make([]prompb.Label, 0, len(labels))
-	}
-	for _, l := range labels {
+	lbls.Range(func(l labels.Label) {
 		result = append(result, prompb.Label{
 			Name:  l.Name,
 			Value: l.Value,
 		})
-	}
+	})
 	return result
 }
 
diff --git a/storage/remote/codec_test.go b/storage/remote/codec_test.go
index 3dcc0a1f47..15990b2475 100644
--- a/storage/remote/codec_test.go
+++ b/storage/remote/codec_test.go
@@ -74,86 +74,86 @@ var writeRequestFixture = &prompb.WriteRequest{
 
 func TestValidateLabelsAndMetricName(t *testing.T) {
 	tests := []struct {
-		input       labels.Labels
+		input       []prompb.Label
 		expectedErr string
 		description string
 	}{
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"labelName", "labelValue",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "labelName", Value: "labelValue"},
+			},
 			expectedErr: "",
 			description: "regular labels",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"_labelName", "labelValue",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "_labelName", Value: "labelValue"},
+			},
 			expectedErr: "",
 			description: "label name with _",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"@labelName", "labelValue",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "@labelName", Value: "labelValue"},
+			},
 			expectedErr: "invalid label name: @labelName",
 			description: "label name with @",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"123labelName", "labelValue",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "123labelName", Value: "labelValue"},
+			},
 			expectedErr: "invalid label name: 123labelName",
 			description: "label name starts with numbers",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"", "labelValue",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "", Value: "labelValue"},
+			},
 			expectedErr: "invalid label name: ",
 			description: "label name is empty string",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name",
-				"labelName", string([]byte{0xff}),
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name"},
+				{Name: "labelName", Value: string([]byte{0xff})},
+			},
 			expectedErr: "invalid label value: " + string([]byte{0xff}),
 			description: "label value is an invalid UTF-8 value",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "@invalid_name",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "@invalid_name"},
+			},
 			expectedErr: "invalid metric name: @invalid_name",
 			description: "metric name starts with @",
 		},
 		{
-			input: labels.FromStrings(
-				"__name__", "name1",
-				"__name__", "name2",
-			),
+			input: []prompb.Label{
+				{Name: "__name__", Value: "name1"},
+				{Name: "__name__", Value: "name2"},
+			},
 			expectedErr: "duplicate label with name: __name__",
 			description: "duplicate label names",
 		},
 		{
-			input: labels.FromStrings(
-				"label1", "name",
-				"label2", "name",
-			),
+			input: []prompb.Label{
+				{Name: "label1", Value: "name"},
+				{Name: "label2", Value: "name"},
+			},
 			expectedErr: "",
 			description: "duplicate label values",
 		},
 		{
-			input: labels.FromStrings(
-				"", "name",
-				"label2", "name",
-			),
+			input: []prompb.Label{
+				{Name: "", Value: "name"},
+				{Name: "label2", Value: "name"},
+			},
 			expectedErr: "invalid label name: ",
 			description: "don't report as duplicate label name",
 		},
@@ -200,8 +200,7 @@ func TestConcreteSeriesClonesLabels(t *testing.T) {
 	gotLabels := cs.Labels()
 	require.Equal(t, lbls, gotLabels)
 
-	gotLabels[0].Value = "foo"
-	gotLabels[1].Value = "bar"
+	gotLabels.CopyFrom(labels.FromStrings("a", "foo", "c", "foo"))
 
 	gotLabels = cs.Labels()
 	require.Equal(t, lbls, gotLabels)
diff --git a/storage/remote/queue_manager.go b/storage/remote/queue_manager.go
index e701cb94ba..f907615fc9 100644
--- a/storage/remote/queue_manager.go
+++ b/storage/remote/queue_manager.go
@@ -396,7 +396,7 @@ type QueueManager struct {
 	flushDeadline        time.Duration
 	cfg                  config.QueueConfig
 	mcfg                 config.MetadataConfig
-	externalLabels       labels.Labels
+	externalLabels       []labels.Label
 	relabelConfigs       []*relabel.Config
 	sendExemplars        bool
 	sendNativeHistograms bool
@@ -454,13 +454,19 @@ func NewQueueManager(
 		logger = log.NewNopLogger()
 	}
 
+	// Copy externalLabels into slice which we need for processExternalLabels.
+	extLabelsSlice := make([]labels.Label, 0, externalLabels.Len())
+	externalLabels.Range(func(l labels.Label) {
+		extLabelsSlice = append(extLabelsSlice, l)
+	})
+
 	logger = log.With(logger, remoteName, client.Name(), endpoint, client.Endpoint())
 	t := &QueueManager{
 		logger:               logger,
 		flushDeadline:        flushDeadline,
 		cfg:                  cfg,
 		mcfg:                 mCfg,
-		externalLabels:       externalLabels,
+		externalLabels:       extLabelsSlice,
 		relabelConfigs:       relabelConfigs,
 		storeClient:          client,
 		sendExemplars:        enableExemplarRemoteWrite,
@@ -769,8 +775,8 @@ func (t *QueueManager) StoreSeries(series []record.RefSeries, index int) {
 		t.seriesSegmentIndexes[s.Ref] = index
 
 		ls := processExternalLabels(s.Labels, t.externalLabels)
-		lbls := relabel.Process(ls, t.relabelConfigs...)
-		if len(lbls) == 0 {
+		lbls, keep := relabel.Process(ls, t.relabelConfigs...)
+		if !keep || lbls.IsEmpty() {
 			t.droppedSeries[s.Ref] = struct{}{}
 			continue
 		}
@@ -831,44 +837,33 @@ func (t *QueueManager) client() WriteClient {
 }
 
 func (t *QueueManager) internLabels(lbls labels.Labels) {
-	for i, l := range lbls {
-		lbls[i].Name = t.interner.intern(l.Name)
-		lbls[i].Value = t.interner.intern(l.Value)
-	}
+	lbls.InternStrings(t.interner.intern)
 }
 
 func (t *QueueManager) releaseLabels(ls labels.Labels) {
-	for _, l := range ls {
-		t.interner.release(l.Name)
-		t.interner.release(l.Value)
-	}
+	ls.ReleaseStrings(t.interner.release)
 }
 
 // processExternalLabels merges externalLabels into ls. If ls contains
 // a label in externalLabels, the value in ls wins.
-func processExternalLabels(ls, externalLabels labels.Labels) labels.Labels {
-	i, j, result := 0, 0, make(labels.Labels, 0, len(ls)+len(externalLabels))
-	for i < len(ls) && j < len(externalLabels) {
-		if ls[i].Name < externalLabels[j].Name {
-			result = append(result, labels.Label{
-				Name:  ls[i].Name,
-				Value: ls[i].Value,
-			})
-			i++
-		} else if ls[i].Name > externalLabels[j].Name {
-			result = append(result, externalLabels[j])
-			j++
-		} else {
-			result = append(result, labels.Label{
-				Name:  ls[i].Name,
-				Value: ls[i].Value,
-			})
-			i++
+func processExternalLabels(ls labels.Labels, externalLabels []labels.Label) labels.Labels {
+	b := labels.NewScratchBuilder(ls.Len() + len(externalLabels))
+	j := 0
+	ls.Range(func(l labels.Label) {
+		for j < len(externalLabels) && l.Name > externalLabels[j].Name {
+			b.Add(externalLabels[j].Name, externalLabels[j].Value)
 			j++
 		}
+		if j < len(externalLabels) && l.Name == externalLabels[j].Name {
+			j++
+		}
+		b.Add(l.Name, l.Value)
+	})
+	for ; j < len(externalLabels); j++ {
+		b.Add(externalLabels[j].Name, externalLabels[j].Value)
 	}
 
-	return append(append(result, ls[i:]...), externalLabels[j:]...)
+	return b.Labels()
 }
 
 func (t *QueueManager) updateShardsLoop() {
diff --git a/storage/remote/queue_manager_test.go b/storage/remote/queue_manager_test.go
index 86b4e45861..686c7c37b9 100644
--- a/storage/remote/queue_manager_test.go
+++ b/storage/remote/queue_manager_test.go
@@ -161,7 +161,7 @@ func TestMetadataDelivery(t *testing.T) {
 	mcfg := config.DefaultMetadataConfig
 
 	metrics := newQueueManagerMetrics(nil, "", "")
-	m := NewQueueManager(metrics, nil, nil, nil, dir, newEWMARate(ewmaWeight, shardUpdateDuration), cfg, mcfg, nil, nil, c, defaultFlushDeadline, newPool(), newHighestTimestampMetric(), nil, false, false)
+	m := NewQueueManager(metrics, nil, nil, nil, dir, newEWMARate(ewmaWeight, shardUpdateDuration), cfg, mcfg, labels.EmptyLabels(), nil, c, defaultFlushDeadline, newPool(), newHighestTimestampMetric(), nil, false, false)
 	m.Start()
 	defer m.Stop()
 
@@ -539,6 +539,7 @@ func TestShouldReshard(t *testing.T) {
 func createTimeseries(numSamples, numSeries int, extraLabels ...labels.Label) ([]record.RefSample, []record.RefSeries) {
 	samples := make([]record.RefSample, 0, numSamples)
 	series := make([]record.RefSeries, 0, numSeries)
+	b := labels.ScratchBuilder{}
 	for i := 0; i < numSeries; i++ {
 		name := fmt.Sprintf("test_metric_%d", i)
 		for j := 0; j < numSamples; j++ {
@@ -548,9 +549,16 @@ func createTimeseries(numSamples, numSeries int, extraLabels ...labels.Label) ([
 				V:   float64(i),
 			})
 		}
+		// Create Labels that is name of series plus any extra labels supplied.
+		b.Reset()
+		b.Add(labels.MetricName, name)
+		for _, l := range extraLabels {
+			b.Add(l.Name, l.Value)
+		}
+		b.Sort()
 		series = append(series, record.RefSeries{
 			Ref:    chunks.HeadSeriesRef(i),
-			Labels: append(labels.Labels{{Name: "__name__", Value: name}}, extraLabels...),
+			Labels: b.Labels(),
 		})
 	}
 	return samples, series
@@ -603,7 +611,7 @@ func createHistograms(numSamples, numSeries int) ([]record.RefHistogramSample, [
 		}
 		series = append(series, record.RefSeries{
 			Ref:    chunks.HeadSeriesRef(i),
-			Labels: labels.Labels{{Name: "__name__", Value: name}},
+			Labels: labels.FromStrings("__name__", name),
 		})
 	}
 	return histograms, series
@@ -815,7 +823,7 @@ func BenchmarkSampleSend(b *testing.B) {
 	const numSeries = 10000
 
 	// Extra labels to make a more realistic workload - taken from Kubernetes' embedded cAdvisor metrics.
-	extraLabels := labels.Labels{
+	extraLabels := []labels.Label{
 		{Name: "kubernetes_io_arch", Value: "amd64"},
 		{Name: "kubernetes_io_instance_type", Value: "c3.somesize"},
 		{Name: "kubernetes_io_os", Value: "linux"},
@@ -902,56 +910,63 @@ func BenchmarkStartup(b *testing.B) {
 func TestProcessExternalLabels(t *testing.T) {
 	for _, tc := range []struct {
 		labels         labels.Labels
-		externalLabels labels.Labels
+		externalLabels []labels.Label
 		expected       labels.Labels
 	}{
 		// Test adding labels at the end.
 		{
-			labels:         labels.Labels{{Name: "a", Value: "b"}},
-			externalLabels: labels.Labels{{Name: "c", Value: "d"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}, {Name: "c", Value: "d"}},
+			labels:         labels.FromStrings("a", "b"),
+			externalLabels: []labels.Label{{Name: "c", Value: "d"}},
+			expected:       labels.FromStrings("a", "b", "c", "d"),
 		},
 
 		// Test adding labels at the beginning.
 		{
-			labels:         labels.Labels{{Name: "c", Value: "d"}},
-			externalLabels: labels.Labels{{Name: "a", Value: "b"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}, {Name: "c", Value: "d"}},
+			labels:         labels.FromStrings("c", "d"),
+			externalLabels: []labels.Label{{Name: "a", Value: "b"}},
+			expected:       labels.FromStrings("a", "b", "c", "d"),
 		},
 
 		// Test we don't override existing labels.
 		{
-			labels:         labels.Labels{{Name: "a", Value: "b"}},
-			externalLabels: labels.Labels{{Name: "a", Value: "c"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}},
+			labels:         labels.FromStrings("a", "b"),
+			externalLabels: []labels.Label{{Name: "a", Value: "c"}},
+			expected:       labels.FromStrings("a", "b"),
 		},
 
 		// Test empty externalLabels.
 		{
-			labels:         labels.Labels{{Name: "a", Value: "b"}},
-			externalLabels: labels.Labels{},
-			expected:       labels.Labels{{Name: "a", Value: "b"}},
+			labels:         labels.FromStrings("a", "b"),
+			externalLabels: []labels.Label{},
+			expected:       labels.FromStrings("a", "b"),
 		},
 
 		// Test empty labels.
 		{
-			labels:         labels.Labels{},
-			externalLabels: labels.Labels{{Name: "a", Value: "b"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}},
+			labels:         labels.EmptyLabels(),
+			externalLabels: []labels.Label{{Name: "a", Value: "b"}},
+			expected:       labels.FromStrings("a", "b"),
 		},
 
 		// Test labels is longer than externalLabels.
 		{
-			labels:         labels.Labels{{Name: "a", Value: "b"}, {Name: "c", Value: "d"}},
-			externalLabels: labels.Labels{{Name: "e", Value: "f"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}, {Name: "c", Value: "d"}, {Name: "e", Value: "f"}},
+			labels:         labels.FromStrings("a", "b", "c", "d"),
+			externalLabels: []labels.Label{{Name: "e", Value: "f"}},
+			expected:       labels.FromStrings("a", "b", "c", "d", "e", "f"),
 		},
 
 		// Test externalLabels is longer than labels.
 		{
-			labels:         labels.Labels{{Name: "c", Value: "d"}},
-			externalLabels: labels.Labels{{Name: "a", Value: "b"}, {Name: "e", Value: "f"}},
-			expected:       labels.Labels{{Name: "a", Value: "b"}, {Name: "c", Value: "d"}, {Name: "e", Value: "f"}},
+			labels:         labels.FromStrings("c", "d"),
+			externalLabels: []labels.Label{{Name: "a", Value: "b"}, {Name: "e", Value: "f"}},
+			expected:       labels.FromStrings("a", "b", "c", "d", "e", "f"),
+		},
+
+		// Adding with and without clashing labels.
+		{
+			labels:         labels.FromStrings("a", "b", "c", "d"),
+			externalLabels: []labels.Label{{Name: "a", Value: "xxx"}, {Name: "c", Value: "yyy"}, {Name: "e", Value: "f"}},
+			expected:       labels.FromStrings("a", "b", "c", "d", "e", "f"),
 		},
 	} {
 		require.Equal(t, tc.expected, processExternalLabels(tc.labels, tc.externalLabels))
diff --git a/storage/remote/read.go b/storage/remote/read.go
index 154eb73f9f..21524d70db 100644
--- a/storage/remote/read.go
+++ b/storage/remote/read.go
@@ -180,9 +180,11 @@ func (q *querier) Select(sortSeries bool, hints *storage.SelectHints, matchers .
 // We return the new set of matchers, along with a map of labels for which
 // matchers were added, so that these can later be removed from the result
 // time series again.
-func (q querier) addExternalLabels(ms []*labels.Matcher) ([]*labels.Matcher, labels.Labels) {
-	el := make(labels.Labels, len(q.externalLabels))
-	copy(el, q.externalLabels)
+func (q querier) addExternalLabels(ms []*labels.Matcher) ([]*labels.Matcher, []string) {
+	el := make([]labels.Label, 0, q.externalLabels.Len())
+	q.externalLabels.Range(func(l labels.Label) {
+		el = append(el, l)
+	})
 
 	// ms won't be sorted, so have to O(n^2) the search.
 	for _, m := range ms {
@@ -202,7 +204,11 @@ func (q querier) addExternalLabels(ms []*labels.Matcher) ([]*labels.Matcher, lab
 		}
 		ms = append(ms, m)
 	}
-	return ms, el
+	names := make([]string, len(el))
+	for i := range el {
+		names[i] = el[i].Name
+	}
+	return ms, names
 }
 
 // LabelValues implements storage.Querier and is a noop.
@@ -234,7 +240,8 @@ func (q *chunkQuerier) Select(sortSeries bool, hints *storage.SelectHints, match
 	return storage.NewSeriesSetToChunkSet(q.querier.Select(sortSeries, hints, matchers...))
 }
 
-func newSeriesSetFilter(ss storage.SeriesSet, toFilter labels.Labels) storage.SeriesSet {
+// Note strings in toFilter must be sorted.
+func newSeriesSetFilter(ss storage.SeriesSet, toFilter []string) storage.SeriesSet {
 	return &seriesSetFilter{
 		SeriesSet: ss,
 		toFilter:  toFilter,
@@ -243,7 +250,7 @@ func newSeriesSetFilter(ss storage.SeriesSet, toFilter labels.Labels) storage.Se
 
 type seriesSetFilter struct {
 	storage.SeriesSet
-	toFilter labels.Labels
+	toFilter []string // Label names to remove from result
 	querier  storage.Querier
 }
 
@@ -264,20 +271,12 @@ func (ssf seriesSetFilter) At() storage.Series {
 
 type seriesFilter struct {
 	storage.Series
-	toFilter labels.Labels
+	toFilter []string // Label names to remove from result
 }
 
 func (sf seriesFilter) Labels() labels.Labels {
-	labels := sf.Series.Labels()
-	for i, j := 0, 0; i < len(labels) && j < len(sf.toFilter); {
-		if labels[i].Name < sf.toFilter[j].Name {
-			i++
-		} else if labels[i].Name > sf.toFilter[j].Name {
-			j++
-		} else {
-			labels = labels[:i+copy(labels[i:], labels[i+1:])]
-			j++
-		}
-	}
-	return labels
+	b := labels.NewBuilder(sf.Series.Labels())
+	// todo: check if this is too inefficient.
+	b.Del(sf.toFilter...)
+	return b.Labels(labels.EmptyLabels())
 }
diff --git a/storage/remote/read_test.go b/storage/remote/read_test.go
index e3f7f4dee9..6cf7d8685c 100644
--- a/storage/remote/read_test.go
+++ b/storage/remote/read_test.go
@@ -110,7 +110,7 @@ func TestExternalLabelsQuerierAddExternalLabels(t *testing.T) {
 		el          labels.Labels
 		inMatchers  []*labels.Matcher
 		outMatchers []*labels.Matcher
-		added       labels.Labels
+		added       []string
 	}{
 		{
 			inMatchers: []*labels.Matcher{
@@ -119,7 +119,7 @@ func TestExternalLabelsQuerierAddExternalLabels(t *testing.T) {
 			outMatchers: []*labels.Matcher{
 				labels.MustNewMatcher(labels.MatchEqual, "job", "api-server"),
 			},
-			added: labels.Labels{},
+			added: []string{},
 		},
 		{
 			el: labels.FromStrings("dc", "berlin-01", "region", "europe"),
@@ -131,7 +131,7 @@ func TestExternalLabelsQuerierAddExternalLabels(t *testing.T) {
 				labels.MustNewMatcher(labels.MatchEqual, "region", "europe"),
 				labels.MustNewMatcher(labels.MatchEqual, "dc", "berlin-01"),
 			},
-			added: labels.FromStrings("dc", "berlin-01", "region", "europe"),
+			added: []string{"dc", "region"},
 		},
 		{
 			el: labels.FromStrings("dc", "berlin-01", "region", "europe"),
@@ -144,7 +144,7 @@ func TestExternalLabelsQuerierAddExternalLabels(t *testing.T) {
 				labels.MustNewMatcher(labels.MatchEqual, "region", "europe"),
 				labels.MustNewMatcher(labels.MatchEqual, "dc", "munich-02"),
 			},
-			added: labels.FromStrings("region", "europe"),
+			added: []string{"region"},
 		},
 	}
 
@@ -163,12 +163,12 @@ func TestExternalLabelsQuerierAddExternalLabels(t *testing.T) {
 func TestSeriesSetFilter(t *testing.T) {
 	tests := []struct {
 		in       *prompb.QueryResult
-		toRemove labels.Labels
+		toRemove []string
 
 		expected *prompb.QueryResult
 	}{
 		{
-			toRemove: labels.Labels{{Name: "foo", Value: "bar"}},
+			toRemove: []string{"foo"},
 			in: &prompb.QueryResult{
 				Timeseries: []*prompb.TimeSeries{
 					{Labels: labelsToLabelsProto(labels.FromStrings("foo", "bar", "a", "b"), nil), Samples: []prompb.Sample{}},
diff --git a/storage/remote/storage_test.go b/storage/remote/storage_test.go
index 8a741f7f56..1bca61fdda 100644
--- a/storage/remote/storage_test.go
+++ b/storage/remote/storage_test.go
@@ -91,7 +91,7 @@ func TestFilterExternalLabels(t *testing.T) {
 
 	require.NoError(t, s.ApplyConfig(conf))
 	require.Equal(t, 1, len(s.queryables))
-	require.Equal(t, 1, len(s.queryables[0].(*sampleAndChunkQueryableClient).externalLabels))
+	require.Equal(t, 1, s.queryables[0].(*sampleAndChunkQueryableClient).externalLabels.Len())
 
 	err := s.Close()
 	require.NoError(t, err)
@@ -118,7 +118,7 @@ func TestIgnoreExternalLabels(t *testing.T) {
 
 	require.NoError(t, s.ApplyConfig(conf))
 	require.Equal(t, 1, len(s.queryables))
-	require.Equal(t, 0, len(s.queryables[0].(*sampleAndChunkQueryableClient).externalLabels))
+	require.Equal(t, 0, s.queryables[0].(*sampleAndChunkQueryableClient).externalLabels.Len())
 
 	err := s.Close()
 	require.NoError(t, err)
diff --git a/storage/remote/write_test.go b/storage/remote/write_test.go
index 3210f9018a..b1f1acbc71 100644
--- a/storage/remote/write_test.go
+++ b/storage/remote/write_test.go
@@ -228,14 +228,14 @@ func TestUpdateExternalLabels(t *testing.T) {
 	require.NoError(t, err)
 	require.NoError(t, s.ApplyConfig(conf))
 	require.Equal(t, 1, len(s.queues))
-	require.Equal(t, labels.Labels(nil), s.queues[hash].externalLabels)
+	require.Equal(t, 0, len(s.queues[hash].externalLabels))
 
 	conf.GlobalConfig.ExternalLabels = externalLabels
 	hash, err = toHash(conf.RemoteWriteConfigs[0])
 	require.NoError(t, err)
 	require.NoError(t, s.ApplyConfig(conf))
 	require.Equal(t, 1, len(s.queues))
-	require.Equal(t, externalLabels, s.queues[hash].externalLabels)
+	require.Equal(t, []labels.Label{{Name: "external", Value: "true"}}, s.queues[hash].externalLabels)
 
 	err = s.Close()
 	require.NoError(t, err)
diff --git a/tsdb/agent/db.go b/tsdb/agent/db.go
index 0675d5a287..7e959573bd 100644
--- a/tsdb/agent/db.go
+++ b/tsdb/agent/db.go
@@ -713,7 +713,7 @@ func (a *appender) Append(ref storage.SeriesRef, l labels.Labels, t int64, v flo
 		// Ensure no empty or duplicate labels have gotten through. This mirrors the
 		// equivalent validation code in the TSDB's headAppender.
 		l = l.WithoutEmpty()
-		if len(l) == 0 {
+		if l.IsEmpty() {
 			return 0, errors.Wrap(tsdb.ErrInvalidSample, "empty labelset")
 		}
 
@@ -786,13 +786,17 @@ func (a *appender) AppendExemplar(ref storage.SeriesRef, l labels.Labels, e exem
 	// Exemplar label length does not include chars involved in text rendering such as quotes
 	// equals sign, or commas. See definition of const ExemplarMaxLabelLength.
 	labelSetLen := 0
-	for _, l := range e.Labels {
+	err := e.Labels.Validate(func(l labels.Label) error {
 		labelSetLen += utf8.RuneCountInString(l.Name)
 		labelSetLen += utf8.RuneCountInString(l.Value)
 
 		if labelSetLen > exemplar.ExemplarMaxLabelSetLength {
-			return 0, storage.ErrExemplarLabelLength
+			return storage.ErrExemplarLabelLength
 		}
+		return nil
+	})
+	if err != nil {
+		return 0, err
 	}
 
 	// Check for duplicate vs last stored exemplar for this series, and discard those.
diff --git a/tsdb/agent/db_test.go b/tsdb/agent/db_test.go
index c32e901e67..5933944def 100644
--- a/tsdb/agent/db_test.go
+++ b/tsdb/agent/db_test.go
@@ -49,28 +49,28 @@ func TestDB_InvalidSeries(t *testing.T) {
 		_, err := app.Append(0, labels.Labels{}, 0, 0)
 		require.ErrorIs(t, err, tsdb.ErrInvalidSample, "should reject empty labels")
 
-		_, err = app.Append(0, labels.Labels{{Name: "a", Value: "1"}, {Name: "a", Value: "2"}}, 0, 0)
+		_, err = app.Append(0, labels.FromStrings("a", "1", "a", "2"), 0, 0)
 		require.ErrorIs(t, err, tsdb.ErrInvalidSample, "should reject duplicate labels")
 	})
 
 	t.Run("Exemplars", func(t *testing.T) {
-		sRef, err := app.Append(0, labels.Labels{{Name: "a", Value: "1"}}, 0, 0)
+		sRef, err := app.Append(0, labels.FromStrings("a", "1"), 0, 0)
 		require.NoError(t, err, "should not reject valid series")
 
-		_, err = app.AppendExemplar(0, nil, exemplar.Exemplar{})
+		_, err = app.AppendExemplar(0, labels.EmptyLabels(), exemplar.Exemplar{})
 		require.EqualError(t, err, "unknown series ref when trying to add exemplar: 0")
 
-		e := exemplar.Exemplar{Labels: labels.Labels{{Name: "a", Value: "1"}, {Name: "a", Value: "2"}}}
-		_, err = app.AppendExemplar(sRef, nil, e)
+		e := exemplar.Exemplar{Labels: labels.FromStrings("a", "1", "a", "2")}
+		_, err = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 		require.ErrorIs(t, err, tsdb.ErrInvalidExemplar, "should reject duplicate labels")
 
-		e = exemplar.Exemplar{Labels: labels.Labels{{Name: "a_somewhat_long_trace_id", Value: "nYJSNtFrFTY37VR7mHzEE/LIDt7cdAQcuOzFajgmLDAdBSRHYPDzrxhMA4zz7el8naI/AoXFv9/e/G0vcETcIoNUi3OieeLfaIRQci2oa"}}}
-		_, err = app.AppendExemplar(sRef, nil, e)
+		e = exemplar.Exemplar{Labels: labels.FromStrings("a_somewhat_long_trace_id", "nYJSNtFrFTY37VR7mHzEE/LIDt7cdAQcuOzFajgmLDAdBSRHYPDzrxhMA4zz7el8naI/AoXFv9/e/G0vcETcIoNUi3OieeLfaIRQci2oa")}
+		_, err = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 		require.ErrorIs(t, err, storage.ErrExemplarLabelLength, "should reject too long label length")
 
 		// Inverse check
-		e = exemplar.Exemplar{Labels: labels.Labels{{Name: "a", Value: "1"}}, Value: 20, Ts: 10, HasTs: true}
-		_, err = app.AppendExemplar(sRef, nil, e)
+		e = exemplar.Exemplar{Labels: labels.FromStrings("a", "1"), Value: 20, Ts: 10, HasTs: true}
+		_, err = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 		require.NoError(t, err, "should not reject valid exemplars")
 	})
 }
@@ -426,9 +426,7 @@ func Test_ExistingWAL_NextRef(t *testing.T) {
 	// Append <seriesCount> series
 	app := db.Appender(context.Background())
 	for i := 0; i < seriesCount; i++ {
-		lset := labels.Labels{
-			{Name: model.MetricNameLabel, Value: fmt.Sprintf("series_%d", i)},
-		}
+		lset := labels.FromStrings(model.MetricNameLabel, fmt.Sprintf("series_%d", i))
 		_, err := app.Append(0, lset, 0, 100)
 		require.NoError(t, err)
 	}
@@ -470,11 +468,11 @@ func startTime() (int64, error) {
 }
 
 // Create series for tests.
-func labelsForTest(lName string, seriesCount int) []labels.Labels {
-	var series []labels.Labels
+func labelsForTest(lName string, seriesCount int) [][]labels.Label {
+	var series [][]labels.Label
 
 	for i := 0; i < seriesCount; i++ {
-		lset := labels.Labels{
+		lset := []labels.Label{
 			{Name: "a", Value: lName},
 			{Name: "instance", Value: "localhost" + strconv.Itoa(i)},
 			{Name: "job", Value: "prometheus"},
@@ -507,28 +505,28 @@ func TestStorage_DuplicateExemplarsIgnored(t *testing.T) {
 	app := s.Appender(context.Background())
 	defer s.Close()
 
-	sRef, err := app.Append(0, labels.Labels{{Name: "a", Value: "1"}}, 0, 0)
+	sRef, err := app.Append(0, labels.FromStrings("a", "1"), 0, 0)
 	require.NoError(t, err, "should not reject valid series")
 
 	// Write a few exemplars to our appender and call Commit().
 	// If the Labels, Value or Timestamp are different than the last exemplar,
 	// then a new one should be appended; Otherwise, it should be skipped.
-	e := exemplar.Exemplar{Labels: labels.Labels{{Name: "a", Value: "1"}}, Value: 20, Ts: 10, HasTs: true}
-	_, _ = app.AppendExemplar(sRef, nil, e)
-	_, _ = app.AppendExemplar(sRef, nil, e)
+	e := exemplar.Exemplar{Labels: labels.FromStrings("a", "1"), Value: 20, Ts: 10, HasTs: true}
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 
-	e.Labels = labels.Labels{{Name: "b", Value: "2"}}
-	_, _ = app.AppendExemplar(sRef, nil, e)
-	_, _ = app.AppendExemplar(sRef, nil, e)
-	_, _ = app.AppendExemplar(sRef, nil, e)
+	e.Labels = labels.FromStrings("b", "2")
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 
 	e.Value = 42
-	_, _ = app.AppendExemplar(sRef, nil, e)
-	_, _ = app.AppendExemplar(sRef, nil, e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 
 	e.Ts = 25
-	_, _ = app.AppendExemplar(sRef, nil, e)
-	_, _ = app.AppendExemplar(sRef, nil, e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
+	_, _ = app.AppendExemplar(sRef, labels.EmptyLabels(), e)
 
 	require.NoError(t, app.Commit())
 
diff --git a/tsdb/block.go b/tsdb/block.go
index b06f0940a1..401ab59e0a 100644
--- a/tsdb/block.go
+++ b/tsdb/block.go
@@ -79,10 +79,10 @@ type IndexReader interface {
 	// by the label set of the underlying series.
 	SortedPostings(index.Postings) index.Postings
 
-	// Series populates the given labels and chunk metas for the series identified
+	// Series populates the given builder and chunk metas for the series identified
 	// by the reference.
 	// Returns storage.ErrNotFound if the ref does not resolve to a known series.
-	Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error
+	Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error
 
 	// LabelNames returns all the unique label names present in the index in sorted order.
 	LabelNames(matchers ...*labels.Matcher) ([]string, error)
@@ -499,8 +499,8 @@ func (r blockIndexReader) SortedPostings(p index.Postings) index.Postings {
 	return r.ir.SortedPostings(p)
 }
 
-func (r blockIndexReader) Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error {
-	if err := r.ir.Series(ref, lset, chks); err != nil {
+func (r blockIndexReader) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
+	if err := r.ir.Series(ref, builder, chks); err != nil {
 		return errors.Wrapf(err, "block: %s", r.b.Meta().ULID)
 	}
 	return nil
@@ -561,12 +561,12 @@ func (pb *Block) Delete(mint, maxt int64, ms ...*labels.Matcher) error {
 	// Choose only valid postings which have chunks in the time-range.
 	stones := tombstones.NewMemTombstones()
 
-	var lset labels.Labels
 	var chks []chunks.Meta
+	var builder labels.ScratchBuilder
 
 Outer:
 	for p.Next() {
-		err := ir.Series(p.At(), &lset, &chks)
+		err := ir.Series(p.At(), &builder, &chks)
 		if err != nil {
 			return err
 		}
diff --git a/tsdb/block_test.go b/tsdb/block_test.go
index c3a6ff5769..380fa68bbb 100644
--- a/tsdb/block_test.go
+++ b/tsdb/block_test.go
@@ -215,10 +215,10 @@ func TestLabelValuesWithMatchers(t *testing.T) {
 
 	var seriesEntries []storage.Series
 	for i := 0; i < 100; i++ {
-		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.Labels{
-			{Name: "tens", Value: fmt.Sprintf("value%d", i/10)},
-			{Name: "unique", Value: fmt.Sprintf("value%d", i)},
-		}, []tsdbutil.Sample{sample{100, 0, nil, nil}}))
+		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.FromStrings(
+			"tens", fmt.Sprintf("value%d", i/10),
+			"unique", fmt.Sprintf("value%d", i),
+		), []tsdbutil.Sample{sample{100, 0, nil, nil}}))
 	}
 
 	blockDir := createBlock(t, tmpdir, seriesEntries)
@@ -372,11 +372,11 @@ func BenchmarkLabelValuesWithMatchers(b *testing.B) {
 	for i := 0; i < metricCount; i++ {
 		// Note these series are not created in sort order: 'value2' sorts after 'value10'.
 		// This makes a big difference to the benchmark timing.
-		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.Labels{
-			{Name: "a_unique", Value: fmt.Sprintf("value%d", i)},
-			{Name: "b_tens", Value: fmt.Sprintf("value%d", i/(metricCount/10))},
-			{Name: "c_ninety", Value: fmt.Sprintf("value%d", i/(metricCount/10)/9)}, // "0" for the first 90%, then "1"
-		}, []tsdbutil.Sample{sample{100, 0, nil, nil}}))
+		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.FromStrings(
+			"a_unique", fmt.Sprintf("value%d", i),
+			"b_tens", fmt.Sprintf("value%d", i/(metricCount/10)),
+			"c_ninety", fmt.Sprintf("value%d", i/(metricCount/10)/9), // "0" for the first 90%, then "1"
+		), []tsdbutil.Sample{sample{100, 0, nil, nil}}))
 	}
 
 	blockDir := createBlock(b, tmpdir, seriesEntries)
@@ -410,23 +410,23 @@ func TestLabelNamesWithMatchers(t *testing.T) {
 
 	var seriesEntries []storage.Series
 	for i := 0; i < 100; i++ {
-		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.Labels{
-			{Name: "unique", Value: fmt.Sprintf("value%d", i)},
-		}, []tsdbutil.Sample{sample{100, 0, nil, nil}}))
+		seriesEntries = append(seriesEntries, storage.NewListSeries(labels.FromStrings(
+			"unique", fmt.Sprintf("value%d", i),
+		), []tsdbutil.Sample{sample{100, 0, nil, nil}}))
 
 		if i%10 == 0 {
-			seriesEntries = append(seriesEntries, storage.NewListSeries(labels.Labels{
-				{Name: "tens", Value: fmt.Sprintf("value%d", i/10)},
-				{Name: "unique", Value: fmt.Sprintf("value%d", i)},
-			}, []tsdbutil.Sample{sample{100, 0, nil, nil}}))
+			seriesEntries = append(seriesEntries, storage.NewListSeries(labels.FromStrings(
+				"tens", fmt.Sprintf("value%d", i/10),
+				"unique", fmt.Sprintf("value%d", i),
+			), []tsdbutil.Sample{sample{100, 0, nil, nil}}))
 		}
 
 		if i%20 == 0 {
-			seriesEntries = append(seriesEntries, storage.NewListSeries(labels.Labels{
-				{Name: "tens", Value: fmt.Sprintf("value%d", i/10)},
-				{Name: "twenties", Value: fmt.Sprintf("value%d", i/20)},
-				{Name: "unique", Value: fmt.Sprintf("value%d", i)},
-			}, []tsdbutil.Sample{sample{100, 0, nil, nil}}))
+			seriesEntries = append(seriesEntries, storage.NewListSeries(labels.FromStrings(
+				"tens", fmt.Sprintf("value%d", i/10),
+				"twenties", fmt.Sprintf("value%d", i/20),
+				"unique", fmt.Sprintf("value%d", i),
+			), []tsdbutil.Sample{sample{100, 0, nil, nil}}))
 		}
 
 	}
diff --git a/tsdb/compact_test.go b/tsdb/compact_test.go
index a77d070e8c..e7fe998ac3 100644
--- a/tsdb/compact_test.go
+++ b/tsdb/compact_test.go
@@ -1478,11 +1478,11 @@ func TestSparseHistogramSpaceSavings(t *testing.T) {
 
 				for sid, schema := range allSchemas {
 					for i := 0; i < c.numSeriesPerSchema; i++ {
-						lbls := labels.Labels{
-							{Name: "__name__", Value: fmt.Sprintf("rpc_durations_%d_histogram_seconds", i)},
-							{Name: "instance", Value: "localhost:8080"},
-							{Name: "job", Value: fmt.Sprintf("sparse_histogram_schema_%s", schemaDescription[sid])},
-						}
+						lbls := labels.FromStrings(
+							"__name__", fmt.Sprintf("rpc_durations_%d_histogram_seconds", i),
+							"instance", "localhost:8080",
+							"job", fmt.Sprintf("sparse_histogram_schema_%s", schemaDescription[sid]),
+						)
 						allSparseSeries = append(allSparseSeries, struct {
 							baseLabels labels.Labels
 							hists      []*histogram.Histogram
@@ -1546,21 +1546,20 @@ func TestSparseHistogramSpaceSavings(t *testing.T) {
 							for it.Next() {
 								numOldSeriesPerHistogram++
 								b := it.At()
-								lbls := append(ah.baseLabels, labels.Label{Name: "le", Value: fmt.Sprintf("%.16f", b.Upper)})
+								lbls := labels.NewBuilder(ah.baseLabels).Set("le", fmt.Sprintf("%.16f", b.Upper)).Labels(labels.EmptyLabels())
 								refs[itIdx], err = oldApp.Append(refs[itIdx], lbls, ts, float64(b.Count))
 								require.NoError(t, err)
 								itIdx++
 							}
+							baseName := ah.baseLabels.Get(labels.MetricName)
 							// _count metric.
-							countLbls := ah.baseLabels.Copy()
-							countLbls[0].Value = countLbls[0].Value + "_count"
+							countLbls := labels.NewBuilder(ah.baseLabels).Set(labels.MetricName, baseName+"_count").Labels(labels.EmptyLabels())
 							_, err = oldApp.Append(0, countLbls, ts, float64(h.Count))
 							require.NoError(t, err)
 							numOldSeriesPerHistogram++
 
 							// _sum metric.
-							sumLbls := ah.baseLabels.Copy()
-							sumLbls[0].Value = sumLbls[0].Value + "_sum"
+							sumLbls := labels.NewBuilder(ah.baseLabels).Set(labels.MetricName, baseName+"_sum").Labels(labels.EmptyLabels())
 							_, err = oldApp.Append(0, sumLbls, ts, h.Sum)
 							require.NoError(t, err)
 							numOldSeriesPerHistogram++
diff --git a/tsdb/db.go b/tsdb/db.go
index 7a165e431b..616213b031 100644
--- a/tsdb/db.go
+++ b/tsdb/db.go
@@ -1002,7 +1002,7 @@ func (a dbAppender) GetRef(lset labels.Labels, hash uint64) (storage.SeriesRef,
 	if g, ok := a.Appender.(storage.GetRef); ok {
 		return g.GetRef(lset, hash)
 	}
-	return 0, nil
+	return 0, labels.EmptyLabels()
 }
 
 func (a dbAppender) Commit() error {
diff --git a/tsdb/db_test.go b/tsdb/db_test.go
index cea4b6e362..aeb5fa4bee 100644
--- a/tsdb/db_test.go
+++ b/tsdb/db_test.go
@@ -478,9 +478,9 @@ func TestAmendDatapointCausesError(t *testing.T) {
 	require.NoError(t, app.Commit())
 
 	app = db.Appender(ctx)
-	_, err = app.Append(0, labels.Labels{{Name: "a", Value: "b"}}, 0, 0)
+	_, err = app.Append(0, labels.FromStrings("a", "b"), 0, 0)
 	require.NoError(t, err)
-	_, err = app.Append(0, labels.Labels{{Name: "a", Value: "b"}}, 0, 1)
+	_, err = app.Append(0, labels.FromStrings("a", "b"), 0, 1)
 	require.Equal(t, storage.ErrDuplicateSampleForTimestamp, err)
 	require.NoError(t, app.Rollback())
 
@@ -498,15 +498,15 @@ func TestAmendDatapointCausesError(t *testing.T) {
 	}
 
 	app = db.Appender(ctx)
-	_, err = app.AppendHistogram(0, labels.Labels{{Name: "a", Value: "c"}}, 0, h.Copy())
+	_, err = app.AppendHistogram(0, labels.FromStrings("a", "c"), 0, h.Copy())
 	require.NoError(t, err)
 	require.NoError(t, app.Commit())
 
 	app = db.Appender(ctx)
-	_, err = app.AppendHistogram(0, labels.Labels{{Name: "a", Value: "c"}}, 0, h.Copy())
+	_, err = app.AppendHistogram(0, labels.FromStrings("a", "c"), 0, h.Copy())
 	require.NoError(t, err)
 	h.Schema = 2
-	_, err = app.AppendHistogram(0, labels.Labels{{Name: "a", Value: "c"}}, 0, h.Copy())
+	_, err = app.AppendHistogram(0, labels.FromStrings("a", "c"), 0, h.Copy())
 	require.Equal(t, storage.ErrDuplicateSampleForTimestamp, err)
 	require.NoError(t, app.Rollback())
 }
@@ -1830,6 +1830,8 @@ func TestChunkAtBlockBoundary(t *testing.T) {
 	err = db.Compact()
 	require.NoError(t, err)
 
+	var builder labels.ScratchBuilder
+
 	for _, block := range db.Blocks() {
 		r, err := block.Index()
 		require.NoError(t, err)
@@ -1841,15 +1843,12 @@ func TestChunkAtBlockBoundary(t *testing.T) {
 		p, err := r.Postings(k, v)
 		require.NoError(t, err)
 
-		var (
-			lset labels.Labels
-			chks []chunks.Meta
-		)
+		var chks []chunks.Meta
 
 		chunkCount := 0
 
 		for p.Next() {
-			err = r.Series(p.At(), &lset, &chks)
+			err = r.Series(p.At(), &builder, &chks)
 			require.NoError(t, err)
 			for _, c := range chks {
 				require.True(t, meta.MinTime <= c.MinTime && c.MaxTime <= meta.MaxTime,
diff --git a/tsdb/exemplar.go b/tsdb/exemplar.go
index 3718d9591d..5ba3567e41 100644
--- a/tsdb/exemplar.go
+++ b/tsdb/exemplar.go
@@ -226,13 +226,16 @@ func (ce *CircularExemplarStorage) validateExemplar(key []byte, e exemplar.Exemp
 	// Exemplar label length does not include chars involved in text rendering such as quotes
 	// equals sign, or commas. See definition of const ExemplarMaxLabelLength.
 	labelSetLen := 0
-	for _, l := range e.Labels {
+	if err := e.Labels.Validate(func(l labels.Label) error {
 		labelSetLen += utf8.RuneCountInString(l.Name)
 		labelSetLen += utf8.RuneCountInString(l.Value)
 
 		if labelSetLen > exemplar.ExemplarMaxLabelSetLength {
 			return storage.ErrExemplarLabelLength
 		}
+		return nil
+	}); err != nil {
+		return err
 	}
 
 	idx, ok := ce.index[string(key)]
diff --git a/tsdb/head_append.go b/tsdb/head_append.go
index d5003188d2..8228632763 100644
--- a/tsdb/head_append.go
+++ b/tsdb/head_append.go
@@ -102,7 +102,7 @@ func (a *initAppender) GetRef(lset labels.Labels, hash uint64) (storage.SeriesRe
 	if g, ok := a.app.(storage.GetRef); ok {
 		return g.GetRef(lset, hash)
 	}
-	return 0, nil
+	return 0, labels.EmptyLabels()
 }
 
 func (a *initAppender) Commit() error {
@@ -312,7 +312,7 @@ func (a *headAppender) Append(ref storage.SeriesRef, lset labels.Labels, t int64
 	if s == nil {
 		// Ensure no empty labels have gotten through.
 		lset = lset.WithoutEmpty()
-		if len(lset) == 0 {
+		if lset.IsEmpty() {
 			return 0, errors.Wrap(ErrInvalidSample, "empty labelset")
 		}
 
@@ -494,7 +494,7 @@ func (a *headAppender) AppendHistogram(ref storage.SeriesRef, lset labels.Labels
 	if s == nil {
 		// Ensure no empty labels have gotten through.
 		lset = lset.WithoutEmpty()
-		if len(lset) == 0 {
+		if lset.IsEmpty() {
 			return 0, errors.Wrap(ErrInvalidSample, "empty labelset")
 		}
 
@@ -650,7 +650,7 @@ var _ storage.GetRef = &headAppender{}
 func (a *headAppender) GetRef(lset labels.Labels, hash uint64) (storage.SeriesRef, labels.Labels) {
 	s := a.head.series.getByHash(hash, lset)
 	if s == nil {
-		return 0, nil
+		return 0, labels.EmptyLabels()
 	}
 	// returned labels must be suitable to pass to Append()
 	return storage.SeriesRef(s.ref), s.lset
diff --git a/tsdb/head_read.go b/tsdb/head_read.go
index 985a157926..464665ae87 100644
--- a/tsdb/head_read.go
+++ b/tsdb/head_read.go
@@ -148,14 +148,14 @@ func (h *headIndexReader) SortedPostings(p index.Postings) index.Postings {
 }
 
 // Series returns the series for the given reference.
-func (h *headIndexReader) Series(ref storage.SeriesRef, lbls *labels.Labels, chks *[]chunks.Meta) error {
+func (h *headIndexReader) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
 	s := h.head.series.getByID(chunks.HeadSeriesRef(ref))
 
 	if s == nil {
 		h.head.metrics.seriesNotFound.Inc()
 		return storage.ErrNotFound
 	}
-	*lbls = append((*lbls)[:0], s.lset...)
+	builder.Assign(s.lset)
 
 	s.Lock()
 	defer s.Unlock()
@@ -222,9 +222,9 @@ func (h *headIndexReader) LabelNamesFor(ids ...storage.SeriesRef) ([]string, err
 		if memSeries == nil {
 			return nil, storage.ErrNotFound
 		}
-		for _, lbl := range memSeries.lset {
+		memSeries.lset.Range(func(lbl labels.Label) {
 			namesMap[lbl.Name] = struct{}{}
-		}
+		})
 	}
 	names := make([]string, 0, len(namesMap))
 	for name := range namesMap {
diff --git a/tsdb/head_test.go b/tsdb/head_test.go
index 59824ae087..16800d75e2 100644
--- a/tsdb/head_test.go
+++ b/tsdb/head_test.go
@@ -388,7 +388,12 @@ func TestHead_HighConcurrencyReadAndWrite(t *testing.T) {
 
 				querySeriesRef = (querySeriesRef + 1) % seriesCnt
 				lbls := labelSets[querySeriesRef]
-				samples, err := queryHead(ts-qryRange, ts, lbls[0])
+				// lbls has a single entry; extract it so we can run a query.
+				var lbl labels.Label
+				lbls.Range(func(l labels.Label) {
+					lbl = l
+				})
+				samples, err := queryHead(ts-qryRange, ts, lbl)
 				if err != nil {
 					return false, err
 				}
@@ -1133,8 +1138,9 @@ func TestDelete_e2e(t *testing.T) {
 			require.NoError(t, hb.Delete(r.Mint, r.Maxt, del.ms...))
 		}
 		matched := labels.Slice{}
-		for _, ls := range lbls {
+		for _, l := range lbls {
 			s := labels.Selector(del.ms)
+			ls := labels.New(l...)
 			if s.Matches(ls) {
 				matched = append(matched, ls)
 			}
@@ -1446,12 +1452,12 @@ func TestGCChunkAccess(t *testing.T) {
 
 	idx := h.indexRange(0, 1500)
 	var (
-		lset   labels.Labels
-		chunks []chunks.Meta
+		chunks  []chunks.Meta
+		builder labels.ScratchBuilder
 	)
-	require.NoError(t, idx.Series(1, &lset, &chunks))
+	require.NoError(t, idx.Series(1, &builder, &chunks))
 
-	require.Equal(t, labels.FromStrings("a", "1"), lset)
+	require.Equal(t, labels.FromStrings("a", "1"), builder.Labels())
 	require.Equal(t, 2, len(chunks))
 
 	cr, err := h.chunksRange(0, 1500, nil)
@@ -1499,12 +1505,12 @@ func TestGCSeriesAccess(t *testing.T) {
 
 	idx := h.indexRange(0, 2000)
 	var (
-		lset   labels.Labels
-		chunks []chunks.Meta
+		chunks  []chunks.Meta
+		builder labels.ScratchBuilder
 	)
-	require.NoError(t, idx.Series(1, &lset, &chunks))
+	require.NoError(t, idx.Series(1, &builder, &chunks))
 
-	require.Equal(t, labels.FromStrings("a", "1"), lset)
+	require.Equal(t, labels.FromStrings("a", "1"), builder.Labels())
 	require.Equal(t, 2, len(chunks))
 
 	cr, err := h.chunksRange(0, 2000, nil)
@@ -2806,7 +2812,7 @@ func TestWaitForPendingReadersInTimeRange(t *testing.T) {
 }
 
 func TestAppendHistogram(t *testing.T) {
-	l := labels.Labels{{Name: "a", Value: "b"}}
+	l := labels.FromStrings("a", "b")
 	for _, numHistograms := range []int{1, 10, 150, 200, 250, 300} {
 		t.Run(fmt.Sprintf("%d", numHistograms), func(t *testing.T) {
 			head, _ := newTestHead(t, 1000, false, false)
@@ -2861,7 +2867,7 @@ func TestHistogramInWALAndMmapChunk(t *testing.T) {
 	require.NoError(t, head.Init(0))
 
 	// Series with only histograms.
-	s1 := labels.Labels{{Name: "a", Value: "b1"}}
+	s1 := labels.FromStrings("a", "b1")
 	k1 := s1.String()
 	numHistograms := 450
 	exp := map[string][]tsdbutil.Sample{}
@@ -2893,7 +2899,7 @@ func TestHistogramInWALAndMmapChunk(t *testing.T) {
 	require.Greater(t, expHeadChunkSamples, 0)
 
 	// Series with mix of histograms and float.
-	s2 := labels.Labels{{Name: "a", Value: "b2"}}
+	s2 := labels.FromStrings("a", "b2")
 	k2 := s2.String()
 	app = head.Appender(context.Background())
 	ts := 0
@@ -3254,7 +3260,7 @@ func TestHistogramMetrics(t *testing.T) {
 
 	for x := 0; x < 5; x++ {
 		expHSeries++
-		l := labels.Labels{{Name: "a", Value: fmt.Sprintf("b%d", x)}}
+		l := labels.FromStrings("a", fmt.Sprintf("b%d", x))
 		for i, h := range GenerateTestHistograms(10) {
 			app := head.Appender(context.Background())
 			_, err := app.AppendHistogram(0, l, int64(i), h)
@@ -3277,7 +3283,7 @@ func TestHistogramMetrics(t *testing.T) {
 }
 
 func TestHistogramStaleSample(t *testing.T) {
-	l := labels.Labels{{Name: "a", Value: "b"}}
+	l := labels.FromStrings("a", "b")
 	numHistograms := 20
 	head, _ := newTestHead(t, 100000, false, false)
 	t.Cleanup(func() {
@@ -3372,7 +3378,7 @@ func TestHistogramStaleSample(t *testing.T) {
 }
 
 func TestHistogramCounterResetHeader(t *testing.T) {
-	l := labels.Labels{{Name: "a", Value: "b"}}
+	l := labels.FromStrings("a", "b")
 	head, _ := newTestHead(t, 1000, false, false)
 	t.Cleanup(func() {
 		require.NoError(t, head.Close())
@@ -3484,7 +3490,7 @@ func TestAppendingDifferentEncodingToSameSeries(t *testing.T) {
 	db.DisableCompactions()
 
 	hists := GenerateTestHistograms(10)
-	lbls := labels.Labels{{Name: "a", Value: "b"}}
+	lbls := labels.FromStrings("a", "b")
 
 	type result struct {
 		t  int64
diff --git a/tsdb/index/index.go b/tsdb/index/index.go
index 9d7897860b..407b5380fa 100644
--- a/tsdb/index/index.go
+++ b/tsdb/index/index.go
@@ -423,7 +423,7 @@ func (w *Writer) AddSeries(ref storage.SeriesRef, lset labels.Labels, chunks ...
 		return errors.Errorf("out-of-order series added with label set %q", lset)
 	}
 
-	if ref < w.lastRef && len(w.lastSeries) != 0 {
+	if ref < w.lastRef && !w.lastSeries.IsEmpty() {
 		return errors.Errorf("series with reference greater than %d already added", ref)
 	}
 	// We add padding to 16 bytes to increase the addressable space we get through 4 byte
@@ -437,9 +437,9 @@ func (w *Writer) AddSeries(ref storage.SeriesRef, lset labels.Labels, chunks ...
 	}
 
 	w.buf2.Reset()
-	w.buf2.PutUvarint(len(lset))
+	w.buf2.PutUvarint(lset.Len())
 
-	for _, l := range lset {
+	if err := lset.Validate(func(l labels.Label) error {
 		var err error
 		cacheEntry, ok := w.symbolCache[l.Name]
 		nameIndex := cacheEntry.index
@@ -465,6 +465,9 @@ func (w *Writer) AddSeries(ref storage.SeriesRef, lset labels.Labels, chunks ...
 			}
 		}
 		w.buf2.PutUvarint32(valueIndex)
+		return nil
+	}); err != nil {
+		return err
 	}
 
 	w.buf2.PutUvarint(len(chunks))
@@ -496,7 +499,7 @@ func (w *Writer) AddSeries(ref storage.SeriesRef, lset labels.Labels, chunks ...
 		return errors.Wrap(err, "write series data")
 	}
 
-	w.lastSeries = append(w.lastSeries[:0], lset...)
+	w.lastSeries.CopyFrom(lset)
 	w.lastRef = ref
 
 	return nil
@@ -1593,8 +1596,8 @@ func (r *Reader) LabelValueFor(id storage.SeriesRef, label string) (string, erro
 	return value, nil
 }
 
-// Series reads the series with the given ID and writes its labels and chunks into lbls and chks.
-func (r *Reader) Series(id storage.SeriesRef, lbls *labels.Labels, chks *[]chunks.Meta) error {
+// Series reads the series with the given ID and writes its labels and chunks into builder and chks.
+func (r *Reader) Series(id storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
 	offset := id
 	// In version 2 series IDs are no longer exact references but series are 16-byte padded
 	// and the ID is the multiple of 16 of the actual position.
@@ -1605,7 +1608,7 @@ func (r *Reader) Series(id storage.SeriesRef, lbls *labels.Labels, chks *[]chunk
 	if d.Err() != nil {
 		return d.Err()
 	}
-	return errors.Wrap(r.dec.Series(d.Get(), lbls, chks), "read series")
+	return errors.Wrap(r.dec.Series(d.Get(), builder, chks), "read series")
 }
 
 func (r *Reader) Postings(name string, values ...string) (Postings, error) {
@@ -1832,9 +1835,10 @@ func (dec *Decoder) LabelValueFor(b []byte, label string) (string, error) {
 	return "", d.Err()
 }
 
-// Series decodes a series entry from the given byte slice into lset and chks.
-func (dec *Decoder) Series(b []byte, lbls *labels.Labels, chks *[]chunks.Meta) error {
-	*lbls = (*lbls)[:0]
+// Series decodes a series entry from the given byte slice into builder and chks.
+// Previous contents of lbls can be overwritten - make sure you copy before retaining.
+func (dec *Decoder) Series(b []byte, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
+	builder.Reset()
 	*chks = (*chks)[:0]
 
 	d := encoding.Decbuf{B: b}
@@ -1858,7 +1862,7 @@ func (dec *Decoder) Series(b []byte, lbls *labels.Labels, chks *[]chunks.Meta) e
 			return errors.Wrap(err, "lookup label value")
 		}
 
-		*lbls = append(*lbls, labels.Label{Name: ln, Value: lv})
+		builder.Add(ln, lv)
 	}
 
 	// Read the chunks meta data.
diff --git a/tsdb/index/index_test.go b/tsdb/index/index_test.go
index 6346f2ee8c..e4cee4a55d 100644
--- a/tsdb/index/index_test.go
+++ b/tsdb/index/index_test.go
@@ -68,14 +68,14 @@ func (m mockIndex) AddSeries(ref storage.SeriesRef, l labels.Labels, chunks ...c
 	if _, ok := m.series[ref]; ok {
 		return errors.Errorf("series with reference %d already added", ref)
 	}
-	for _, lbl := range l {
+	l.Range(func(lbl labels.Label) {
 		m.symbols[lbl.Name] = struct{}{}
 		m.symbols[lbl.Value] = struct{}{}
 		if _, ok := m.postings[lbl]; !ok {
 			m.postings[lbl] = []storage.SeriesRef{}
 		}
 		m.postings[lbl] = append(m.postings[lbl], ref)
-	}
+	})
 	m.postings[allPostingsKey] = append(m.postings[allPostingsKey], ref)
 
 	s := series{l: l}
@@ -124,12 +124,12 @@ func (m mockIndex) SortedPostings(p Postings) Postings {
 	return NewListPostings(ep)
 }
 
-func (m mockIndex) Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error {
+func (m mockIndex) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
 	s, ok := m.series[ref]
 	if !ok {
 		return errors.New("not found")
 	}
-	*lset = append((*lset)[:0], s.l...)
+	builder.Assign(s.l)
 	*chks = append((*chks)[:0], s.chunks...)
 
 	return nil
@@ -197,15 +197,15 @@ func TestIndexRW_Postings(t *testing.T) {
 	p, err := ir.Postings("a", "1")
 	require.NoError(t, err)
 
-	var l labels.Labels
 	var c []chunks.Meta
+	var builder labels.ScratchBuilder
 
 	for i := 0; p.Next(); i++ {
-		err := ir.Series(p.At(), &l, &c)
+		err := ir.Series(p.At(), &builder, &c)
 
 		require.NoError(t, err)
 		require.Equal(t, 0, len(c))
-		require.Equal(t, series[i], l)
+		require.Equal(t, series[i], builder.Labels())
 	}
 	require.NoError(t, p.Err())
 
@@ -311,16 +311,16 @@ func TestPostingsMany(t *testing.T) {
 		{in: []string{"126a", "126b", "127", "127a", "127b", "128", "128a", "128b", "129", "129a", "129b"}},
 	}
 
+	var builder labels.ScratchBuilder
 	for _, c := range cases {
 		it, err := ir.Postings("i", c.in...)
 		require.NoError(t, err)
 
 		got := []string{}
-		var lbls labels.Labels
 		var metas []chunks.Meta
 		for it.Next() {
-			require.NoError(t, ir.Series(it.At(), &lbls, &metas))
-			got = append(got, lbls.Get("i"))
+			require.NoError(t, ir.Series(it.At(), &builder, &metas))
+			got = append(got, builder.Labels().Get("i"))
 		}
 		require.NoError(t, it.Err())
 		exp := []string{}
@@ -344,10 +344,10 @@ func TestPersistence_index_e2e(t *testing.T) {
 
 	symbols := map[string]struct{}{}
 	for _, lset := range lbls {
-		for _, l := range lset {
+		lset.Range(func(l labels.Label) {
 			symbols[l.Name] = struct{}{}
 			symbols[l.Value] = struct{}{}
-		}
+		})
 	}
 
 	var input indexWriterSeriesSlice
@@ -395,14 +395,14 @@ func TestPersistence_index_e2e(t *testing.T) {
 		require.NoError(t, err)
 		require.NoError(t, mi.AddSeries(storage.SeriesRef(i), s.labels, s.chunks...))
 
-		for _, l := range s.labels {
+		s.labels.Range(func(l labels.Label) {
 			valset, ok := values[l.Name]
 			if !ok {
 				valset = map[string]struct{}{}
 				values[l.Name] = valset
 			}
 			valset[l.Value] = struct{}{}
-		}
+		})
 		postings.Add(storage.SeriesRef(i), s.labels)
 	}
 
@@ -419,20 +419,20 @@ func TestPersistence_index_e2e(t *testing.T) {
 		expp, err := mi.Postings(p.Name, p.Value)
 		require.NoError(t, err)
 
-		var lset, explset labels.Labels
 		var chks, expchks []chunks.Meta
+		var builder, eBuilder labels.ScratchBuilder
 
 		for gotp.Next() {
 			require.True(t, expp.Next())
 
 			ref := gotp.At()
 
-			err := ir.Series(ref, &lset, &chks)
+			err := ir.Series(ref, &builder, &chks)
 			require.NoError(t, err)
 
-			err = mi.Series(expp.At(), &explset, &expchks)
+			err = mi.Series(expp.At(), &eBuilder, &expchks)
 			require.NoError(t, err)
-			require.Equal(t, explset, lset)
+			require.Equal(t, eBuilder.Labels(), builder.Labels())
 			require.Equal(t, expchks, chks)
 		}
 		require.False(t, expp.Next(), "Expected no more postings for %q=%q", p.Name, p.Value)
diff --git a/tsdb/index/postings.go b/tsdb/index/postings.go
index 22e85ab366..64574f85c0 100644
--- a/tsdb/index/postings.go
+++ b/tsdb/index/postings.go
@@ -353,9 +353,9 @@ func (p *MemPostings) Iter(f func(labels.Label, Postings) error) error {
 func (p *MemPostings) Add(id storage.SeriesRef, lset labels.Labels) {
 	p.mtx.Lock()
 
-	for _, l := range lset {
+	lset.Range(func(l labels.Label) {
 		p.addFor(id, l)
-	}
+	})
 	p.addFor(id, allPostingsKey)
 
 	p.mtx.Unlock()
diff --git a/tsdb/ooo_head_read.go b/tsdb/ooo_head_read.go
index f63607dc9c..3486083f26 100644
--- a/tsdb/ooo_head_read.go
+++ b/tsdb/ooo_head_read.go
@@ -47,21 +47,21 @@ func NewOOOHeadIndexReader(head *Head, mint, maxt int64) *OOOHeadIndexReader {
 	return &OOOHeadIndexReader{hr}
 }
 
-func (oh *OOOHeadIndexReader) Series(ref storage.SeriesRef, lbls *labels.Labels, chks *[]chunks.Meta) error {
-	return oh.series(ref, lbls, chks, 0)
+func (oh *OOOHeadIndexReader) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
+	return oh.series(ref, builder, chks, 0)
 }
 
 // The passed lastMmapRef tells upto what max m-map chunk that we can consider.
 // If it is 0, it means all chunks need to be considered.
 // If it is non-0, then the oooHeadChunk must not be considered.
-func (oh *OOOHeadIndexReader) series(ref storage.SeriesRef, lbls *labels.Labels, chks *[]chunks.Meta, lastMmapRef chunks.ChunkDiskMapperRef) error {
+func (oh *OOOHeadIndexReader) series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta, lastMmapRef chunks.ChunkDiskMapperRef) error {
 	s := oh.head.series.getByID(chunks.HeadSeriesRef(ref))
 
 	if s == nil {
 		oh.head.metrics.seriesNotFound.Inc()
 		return storage.ErrNotFound
 	}
-	*lbls = append((*lbls)[:0], s.lset...)
+	builder.Assign(s.lset)
 
 	if chks == nil {
 		return nil
@@ -400,8 +400,8 @@ func (ir *OOOCompactionHeadIndexReader) SortedPostings(p index.Postings) index.P
 	return p
 }
 
-func (ir *OOOCompactionHeadIndexReader) Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error {
-	return ir.ch.oooIR.series(ref, lset, chks, ir.ch.lastMmapRef)
+func (ir *OOOCompactionHeadIndexReader) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
+	return ir.ch.oooIR.series(ref, builder, chks, ir.ch.lastMmapRef)
 }
 
 func (ir *OOOCompactionHeadIndexReader) SortedLabelValues(name string, matchers ...*labels.Matcher) ([]string, error) {
diff --git a/tsdb/ooo_head_read_test.go b/tsdb/ooo_head_read_test.go
index 8dca1ea59b..4448443c44 100644
--- a/tsdb/ooo_head_read_test.go
+++ b/tsdb/ooo_head_read_test.go
@@ -357,13 +357,13 @@ func TestOOOHeadIndexReader_Series(t *testing.T) {
 					ir := NewOOOHeadIndexReader(h, tc.queryMinT, tc.queryMaxT)
 
 					var chks []chunks.Meta
-					var respLset labels.Labels
-					err := ir.Series(storage.SeriesRef(s1ID), &respLset, &chks)
+					var b labels.ScratchBuilder
+					err := ir.Series(storage.SeriesRef(s1ID), &b, &chks)
 					require.NoError(t, err)
-					require.Equal(t, s1Lset, respLset)
+					require.Equal(t, s1Lset, b.Labels())
 					require.Equal(t, expChunks, chks)
 
-					err = ir.Series(storage.SeriesRef(s1ID+1), &respLset, &chks)
+					err = ir.Series(storage.SeriesRef(s1ID+1), &b, &chks)
 					require.Equal(t, storage.ErrNotFound, err)
 				})
 			}
@@ -379,23 +379,15 @@ func TestOOOHeadChunkReader_LabelValues(t *testing.T) {
 	app := head.Appender(context.Background())
 
 	// Add in-order samples
-	_, err := app.Append(0, labels.Labels{
-		{Name: "foo", Value: "bar1"},
-	}, 100, 1)
+	_, err := app.Append(0, labels.FromStrings("foo", "bar1"), 100, 1)
 	require.NoError(t, err)
-	_, err = app.Append(0, labels.Labels{
-		{Name: "foo", Value: "bar2"},
-	}, 100, 2)
+	_, err = app.Append(0, labels.FromStrings("foo", "bar2"), 100, 2)
 	require.NoError(t, err)
 
 	// Add ooo samples for those series
-	_, err = app.Append(0, labels.Labels{
-		{Name: "foo", Value: "bar1"},
-	}, 90, 1)
+	_, err = app.Append(0, labels.FromStrings("foo", "bar1"), 90, 1)
 	require.NoError(t, err)
-	_, err = app.Append(0, labels.Labels{
-		{Name: "foo", Value: "bar2"},
-	}, 90, 2)
+	_, err = app.Append(0, labels.FromStrings("foo", "bar2"), 90, 2)
 	require.NoError(t, err)
 
 	require.NoError(t, app.Commit())
@@ -848,8 +840,8 @@ func TestOOOHeadChunkReader_Chunk(t *testing.T) {
 			// markers like OOOLastRef. These are then used by the ChunkReader.
 			ir := NewOOOHeadIndexReader(db.head, tc.queryMinT, tc.queryMaxT)
 			var chks []chunks.Meta
-			var respLset labels.Labels
-			err := ir.Series(s1Ref, &respLset, &chks)
+			var b labels.ScratchBuilder
+			err := ir.Series(s1Ref, &b, &chks)
 			require.NoError(t, err)
 			require.Equal(t, len(tc.expChunksSamples), len(chks))
 
@@ -1011,8 +1003,8 @@ func TestOOOHeadChunkReader_Chunk_ConsistentQueryResponseDespiteOfHeadExpanding(
 			// markers like OOOLastRef. These are then used by the ChunkReader.
 			ir := NewOOOHeadIndexReader(db.head, tc.queryMinT, tc.queryMaxT)
 			var chks []chunks.Meta
-			var respLset labels.Labels
-			err := ir.Series(s1Ref, &respLset, &chks)
+			var b labels.ScratchBuilder
+			err := ir.Series(s1Ref, &b, &chks)
 			require.NoError(t, err)
 			require.Equal(t, len(tc.expChunksSamples), len(chks))
 
diff --git a/tsdb/querier.go b/tsdb/querier.go
index 89e3d57199..7b3ba8e4be 100644
--- a/tsdb/querier.go
+++ b/tsdb/querier.go
@@ -451,13 +451,13 @@ type blockBaseSeriesSet struct {
 	curr seriesData
 
 	bufChks []chunks.Meta
-	bufLbls labels.Labels
+	builder labels.ScratchBuilder
 	err     error
 }
 
 func (b *blockBaseSeriesSet) Next() bool {
 	for b.p.Next() {
-		if err := b.index.Series(b.p.At(), &b.bufLbls, &b.bufChks); err != nil {
+		if err := b.index.Series(b.p.At(), &b.builder, &b.bufChks); err != nil {
 			// Postings may be stale. Skip if no underlying series exists.
 			if errors.Cause(err) == storage.ErrNotFound {
 				continue
@@ -528,8 +528,7 @@ func (b *blockBaseSeriesSet) Next() bool {
 			intervals = intervals.Add(tombstones.Interval{Mint: b.maxt + 1, Maxt: math.MaxInt64})
 		}
 
-		b.curr.labels = make(labels.Labels, len(b.bufLbls))
-		copy(b.curr.labels, b.bufLbls)
+		b.curr.labels = b.builder.Labels()
 		b.curr.chks = chks
 		b.curr.intervals = intervals
 
@@ -865,7 +864,6 @@ func newBlockSeriesSet(i IndexReader, c ChunkReader, t tombstones.Reader, p inde
 			mint:            mint,
 			maxt:            maxt,
 			disableTrimming: disableTrimming,
-			bufLbls:         make(labels.Labels, 0, 10),
 		},
 	}
 }
@@ -897,7 +895,6 @@ func newBlockChunkSeriesSet(id ulid.ULID, i IndexReader, c ChunkReader, t tombst
 			mint:            mint,
 			maxt:            maxt,
 			disableTrimming: disableTrimming,
-			bufLbls:         make(labels.Labels, 0, 10),
 		},
 	}
 }
diff --git a/tsdb/querier_test.go b/tsdb/querier_test.go
index 3b44cef519..e6e9f143f1 100644
--- a/tsdb/querier_test.go
+++ b/tsdb/querier_test.go
@@ -142,14 +142,14 @@ func createIdxChkReaders(t *testing.T, tc []seriesSamples) (IndexReader, ChunkRe
 
 		postings.Add(storage.SeriesRef(i), ls)
 
-		for _, l := range ls {
+		ls.Range(func(l labels.Label) {
 			vs, present := lblIdx[l.Name]
 			if !present {
 				vs = map[string]struct{}{}
 				lblIdx[l.Name] = vs
 			}
 			vs[l.Value] = struct{}{}
-		}
+		})
 	}
 
 	require.NoError(t, postings.Iter(func(l labels.Label, p index.Postings) error {
@@ -1168,10 +1168,10 @@ func (m *mockIndex) AddSeries(ref storage.SeriesRef, l labels.Labels, chunks ...
 	if _, ok := m.series[ref]; ok {
 		return errors.Errorf("series with reference %d already added", ref)
 	}
-	for _, lbl := range l {
+	l.Range(func(lbl labels.Label) {
 		m.symbols[lbl.Name] = struct{}{}
 		m.symbols[lbl.Value] = struct{}{}
-	}
+	})
 
 	s := series{l: l}
 	// Actual chunk data is not stored in the index.
@@ -1238,9 +1238,9 @@ func (m mockIndex) LabelValueFor(id storage.SeriesRef, label string) (string, er
 func (m mockIndex) LabelNamesFor(ids ...storage.SeriesRef) ([]string, error) {
 	namesMap := make(map[string]bool)
 	for _, id := range ids {
-		for _, lbl := range m.series[id].l {
+		m.series[id].l.Range(func(lbl labels.Label) {
 			namesMap[lbl.Name] = true
-		}
+		})
 	}
 	names := make([]string, 0, len(namesMap))
 	for name := range namesMap {
@@ -1270,12 +1270,12 @@ func (m mockIndex) SortedPostings(p index.Postings) index.Postings {
 	return index.NewListPostings(ep)
 }
 
-func (m mockIndex) Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error {
+func (m mockIndex) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
 	s, ok := m.series[ref]
 	if !ok {
 		return storage.ErrNotFound
 	}
-	*lset = append((*lset)[:0], s.l...)
+	builder.Assign(s.l)
 	*chks = append((*chks)[:0], s.chunks...)
 
 	return nil
@@ -1297,9 +1297,9 @@ func (m mockIndex) LabelNames(matchers ...*labels.Matcher) ([]string, error) {
 				}
 			}
 			if matches {
-				for _, lbl := range series.l {
+				series.l.Range(func(lbl labels.Label) {
 					names[lbl.Name] = struct{}{}
-				}
+				})
 			}
 		}
 	}
@@ -1884,9 +1884,10 @@ func TestPostingsForMatchers(t *testing.T) {
 		p, err := PostingsForMatchers(ir, c.matchers...)
 		require.NoError(t, err)
 
+		var builder labels.ScratchBuilder
 		for p.Next() {
-			lbls := labels.Labels{}
-			require.NoError(t, ir.Series(p.At(), &lbls, &[]chunks.Meta{}))
+			require.NoError(t, ir.Series(p.At(), &builder, &[]chunks.Meta{}))
+			lbls := builder.Labels()
 			if _, ok := exp[lbls.String()]; !ok {
 				t.Errorf("Evaluating %v, unexpected result %s", c.matchers, lbls.String())
 			} else {
@@ -1973,7 +1974,7 @@ func BenchmarkQueries(b *testing.B) {
 
 				// Add some common labels to make the matchers select these series.
 				{
-					var commonLbls labels.Labels
+					var commonLbls []labels.Label
 					for _, selector := range selectors {
 						switch selector.Type {
 						case labels.MatchEqual:
@@ -1984,8 +1985,11 @@ func BenchmarkQueries(b *testing.B) {
 					}
 					for i := range commonLbls {
 						s := series[i].(*storage.SeriesEntry)
-						allLabels := append(commonLbls, s.Labels()...)
-						newS := storage.NewListSeries(allLabels, nil)
+						allLabels := commonLbls
+						s.Labels().Range(func(l labels.Label) {
+							allLabels = append(allLabels, l)
+						})
+						newS := storage.NewListSeries(labels.New(allLabels...), nil)
 						newS.SampleIteratorFn = s.SampleIteratorFn
 
 						series[i] = newS
@@ -2097,7 +2101,7 @@ func (m mockMatcherIndex) SortedPostings(p index.Postings) index.Postings {
 	return index.EmptyPostings()
 }
 
-func (m mockMatcherIndex) Series(ref storage.SeriesRef, lset *labels.Labels, chks *[]chunks.Meta) error {
+func (m mockMatcherIndex) Series(ref storage.SeriesRef, builder *labels.ScratchBuilder, chks *[]chunks.Meta) error {
 	return nil
 }
 
@@ -2160,7 +2164,7 @@ func TestBlockBaseSeriesSet(t *testing.T) {
 		{
 			series: []refdSeries{
 				{
-					lset: labels.New([]labels.Label{{Name: "a", Value: "a"}}...),
+					lset: labels.FromStrings("a", "a"),
 					chunks: []chunks.Meta{
 						{Ref: 29},
 						{Ref: 45},
@@ -2173,19 +2177,19 @@ func TestBlockBaseSeriesSet(t *testing.T) {
 					ref: 12,
 				},
 				{
-					lset: labels.New([]labels.Label{{Name: "a", Value: "a"}, {Name: "b", Value: "b"}}...),
+					lset: labels.FromStrings("a", "a", "b", "b"),
 					chunks: []chunks.Meta{
 						{Ref: 82}, {Ref: 23}, {Ref: 234}, {Ref: 65}, {Ref: 26},
 					},
 					ref: 10,
 				},
 				{
-					lset:   labels.New([]labels.Label{{Name: "b", Value: "c"}}...),
+					lset:   labels.FromStrings("b", "c"),
 					chunks: []chunks.Meta{{Ref: 8282}},
 					ref:    1,
 				},
 				{
-					lset: labels.New([]labels.Label{{Name: "b", Value: "b"}}...),
+					lset: labels.FromStrings("b", "b"),
 					chunks: []chunks.Meta{
 						{Ref: 829}, {Ref: 239}, {Ref: 2349}, {Ref: 659}, {Ref: 269},
 					},
@@ -2198,14 +2202,14 @@ func TestBlockBaseSeriesSet(t *testing.T) {
 		{
 			series: []refdSeries{
 				{
-					lset: labels.New([]labels.Label{{Name: "a", Value: "a"}, {Name: "b", Value: "b"}}...),
+					lset: labels.FromStrings("a", "a", "b", "b"),
 					chunks: []chunks.Meta{
 						{Ref: 82}, {Ref: 23}, {Ref: 234}, {Ref: 65}, {Ref: 26},
 					},
 					ref: 10,
 				},
 				{
-					lset:   labels.New([]labels.Label{{Name: "b", Value: "c"}}...),
+					lset:   labels.FromStrings("b", "c"),
 					chunks: []chunks.Meta{{Ref: 8282}},
 					ref:    3,
 				},
diff --git a/tsdb/record/record.go b/tsdb/record/record.go
index 86cc93890c..a1f05425f7 100644
--- a/tsdb/record/record.go
+++ b/tsdb/record/record.go
@@ -17,7 +17,6 @@ package record
 
 import (
 	"math"
-	"sort"
 
 	"github.com/pkg/errors"
 
@@ -182,7 +181,9 @@ type RefMmapMarker struct {
 
 // Decoder decodes series, sample, metadata and tombstone records.
 // The zero value is ready to use.
-type Decoder struct{}
+type Decoder struct {
+	builder labels.ScratchBuilder
+}
 
 // Type returns the type of the record.
 // Returns RecordUnknown if no valid record type is found.
@@ -267,14 +268,15 @@ func (d *Decoder) Metadata(rec []byte, metadata []RefMetadata) ([]RefMetadata, e
 
 // DecodeLabels decodes one set of labels from buf.
 func (d *Decoder) DecodeLabels(dec *encoding.Decbuf) labels.Labels {
-	lset := make(labels.Labels, dec.Uvarint())
-
-	for i := range lset {
-		lset[i].Name = dec.UvarintStr()
-		lset[i].Value = dec.UvarintStr()
+	// TODO: reconsider if this function could be pushed down into labels.Labels to be more efficient.
+	d.builder.Reset()
+	nLabels := dec.Uvarint()
+	for i := 0; i < nLabels; i++ {
+		lName := dec.UvarintStr()
+		lValue := dec.UvarintStr()
+		d.builder.Add(lName, lValue)
 	}
-	sort.Sort(lset)
-	return lset
+	return d.builder.Labels()
 }
 
 // Samples appends samples in rec to the given slice.
@@ -525,12 +527,13 @@ func (e *Encoder) Metadata(metadata []RefMetadata, b []byte) []byte {
 
 // EncodeLabels encodes the contents of labels into buf.
 func EncodeLabels(buf *encoding.Encbuf, lbls labels.Labels) {
-	buf.PutUvarint(len(lbls))
+	// TODO: reconsider if this function could be pushed down into labels.Labels to be more efficient.
+	buf.PutUvarint(lbls.Len())
 
-	for _, l := range lbls {
+	lbls.Range(func(l labels.Label) {
 		buf.PutUvarintStr(l.Name)
 		buf.PutUvarintStr(l.Value)
-	}
+	})
 }
 
 // Samples appends the encoded samples to b and returns the resulting slice.
diff --git a/tsdb/repair_test.go b/tsdb/repair_test.go
index 6d95fc0a64..d4e9b76ad0 100644
--- a/tsdb/repair_test.go
+++ b/tsdb/repair_test.go
@@ -80,11 +80,11 @@ func TestRepairBadIndexVersion(t *testing.T) {
 	require.NoError(t, err)
 	p, err := r.Postings("b", "1")
 	require.NoError(t, err)
+	var builder labels.ScratchBuilder
 	for p.Next() {
 		t.Logf("next ID %d", p.At())
 
-		var lset labels.Labels
-		require.Error(t, r.Series(p.At(), &lset, nil))
+		require.Error(t, r.Series(p.At(), &builder, nil))
 	}
 	require.NoError(t, p.Err())
 	require.NoError(t, r.Close())
@@ -104,10 +104,9 @@ func TestRepairBadIndexVersion(t *testing.T) {
 	for p.Next() {
 		t.Logf("next ID %d", p.At())
 
-		var lset labels.Labels
 		var chks []chunks.Meta
-		require.NoError(t, r.Series(p.At(), &lset, &chks))
-		res = append(res, lset)
+		require.NoError(t, r.Series(p.At(), &builder, &chks))
+		res = append(res, builder.Labels())
 	}
 
 	require.NoError(t, p.Err())
diff --git a/tsdb/test/labels_test.go b/tsdb/test/labels_test.go
index 354dbf8365..f1ec34f3a7 100644
--- a/tsdb/test/labels_test.go
+++ b/tsdb/test/labels_test.go
@@ -58,9 +58,7 @@ func BenchmarkLabelsClone(b *testing.B) {
 	l := labels.FromMap(m)
 
 	for i := 0; i < b.N; i++ {
-		res := make(labels.Labels, len(l))
-		copy(res, l)
-		l = res
+		l = l.Copy()
 	}
 }
 
@@ -106,13 +104,13 @@ func BenchmarkLabelSetAccess(b *testing.B) {
 
 	var v string
 
-	for _, l := range ls {
+	ls.Range(func(l labels.Label) {
 		b.Run(l.Name, func(b *testing.B) {
 			for i := 0; i < b.N; i++ {
 				v = ls.Get(l.Name)
 			}
 		})
-	}
+	})
 
 	_ = v
 }
diff --git a/web/api/v1/api_test.go b/web/api/v1/api_test.go
index a7847a78b1..7e2dcbd8bb 100644
--- a/web/api/v1/api_test.go
+++ b/web/api/v1/api_test.go
@@ -90,8 +90,8 @@ type testTargetRetriever struct {
 
 type testTargetParams struct {
 	Identifier       string
-	Labels           []labels.Label
-	DiscoveredLabels []labels.Label
+	Labels           labels.Labels
+	DiscoveredLabels labels.Labels
 	Params           url.Values
 	Reports          []*testReport
 	Active           bool
@@ -508,9 +508,9 @@ func TestGetSeries(t *testing.T) {
 			name:     "non empty label matcher",
 			matchers: []string{`{foo=~".+"}`},
 			expected: []labels.Labels{
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "abc", Value: "qwerty"}, labels.Label{Name: "foo", Value: "baz"}},
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}},
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}, labels.Label{Name: "xyz", Value: "qwerty"}},
+				labels.FromStrings("__name__", "test_metric2", "abc", "qwerty", "foo", "baz"),
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo"),
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo", "xyz", "qwerty"),
 			},
 			api: api,
 		},
@@ -518,8 +518,8 @@ func TestGetSeries(t *testing.T) {
 			name:     "exact label matcher",
 			matchers: []string{`{foo="boo"}`},
 			expected: []labels.Labels{
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}},
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}, labels.Label{Name: "xyz", Value: "qwerty"}},
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo"),
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo", "xyz", "qwerty"),
 			},
 			api: api,
 		},
@@ -527,9 +527,9 @@ func TestGetSeries(t *testing.T) {
 			name:     "two matchers",
 			matchers: []string{`{foo="boo"}`, `{foo="baz"}`},
 			expected: []labels.Labels{
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "abc", Value: "qwerty"}, labels.Label{Name: "foo", Value: "baz"}},
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}},
-				{labels.Label{Name: "__name__", Value: "test_metric2"}, labels.Label{Name: "foo", Value: "boo"}, labels.Label{Name: "xyz", Value: "qwerty"}},
+				labels.FromStrings("__name__", "test_metric2", "abc", "qwerty", "foo", "baz"),
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo"),
+				labels.FromStrings("__name__", "test_metric2", "foo", "boo", "xyz", "qwerty"),
 			},
 			api: api,
 		},
@@ -558,12 +558,6 @@ func TestGetSeries(t *testing.T) {
 			assertAPIError(t, res.err, tc.expectedErrorType)
 			if tc.expectedErrorType == errorNone {
 				r := res.data.([]labels.Labels)
-				for _, l := range tc.expected {
-					sort.Sort(l)
-				}
-				for _, l := range r {
-					sort.Sort(l)
-				}
 				sort.Sort(byLabels(tc.expected))
 				sort.Sort(byLabels(r))
 				require.Equal(t, tc.expected, r)
@@ -928,7 +922,7 @@ func setupTestTargetRetriever(t *testing.T) *testTargetRetriever {
 				model.ScrapeIntervalLabel: "15s",
 				model.ScrapeTimeoutLabel:  "5s",
 			}),
-			DiscoveredLabels: nil,
+			DiscoveredLabels: labels.EmptyLabels(),
 			Params:           url.Values{},
 			Reports:          []*testReport{{scrapeStart, 70 * time.Millisecond, nil}},
 			Active:           true,
@@ -943,14 +937,14 @@ func setupTestTargetRetriever(t *testing.T) *testTargetRetriever {
 				model.ScrapeIntervalLabel: "20s",
 				model.ScrapeTimeoutLabel:  "10s",
 			}),
-			DiscoveredLabels: nil,
+			DiscoveredLabels: labels.EmptyLabels(),
 			Params:           url.Values{"target": []string{"example.com"}},
 			Reports:          []*testReport{{scrapeStart, 100 * time.Millisecond, errors.New("failed")}},
 			Active:           true,
 		},
 		{
 			Identifier: "blackbox",
-			Labels:     nil,
+			Labels:     labels.EmptyLabels(),
 			DiscoveredLabels: labels.FromMap(map[string]string{
 				model.SchemeLabel:         "http",
 				model.AddressLabel:        "http://dropped.example.com:9115",
@@ -1111,7 +1105,7 @@ func testEndpoints(t *testing.T, api *API, tr *testTargetRetriever, es storage.E
 							{V: 1, T: timestamp.FromTime(start.Add(1 * time.Second))},
 							{V: 2, T: timestamp.FromTime(start.Add(2 * time.Second))},
 						},
-						Metric: nil,
+						// No Metric returned - use zero value for comparison.
 					},
 				},
 			},
@@ -3296,7 +3290,7 @@ func BenchmarkRespond(b *testing.B) {
 		Result: promql.Matrix{
 			promql.Series{
 				Points: points,
-				Metric: nil,
+				Metric: labels.EmptyLabels(),
 			},
 		},
 	}
diff --git a/web/federate.go b/web/federate.go
index baa3b58665..85472bb446 100644
--- a/web/federate.go
+++ b/web/federate.go
@@ -171,26 +171,24 @@ func (h *Handler) federation(w http.ResponseWriter, req *http.Request) {
 			Untyped: &dto.Untyped{},
 		}
 
-		for _, l := range s.Metric {
+		err := s.Metric.Validate(func(l labels.Label) error {
 			if l.Value == "" {
 				// No value means unset. Never consider those labels.
 				// This is also important to protect against nameless metrics.
-				continue
+				return nil
 			}
 			if l.Name == labels.MetricName {
 				nameSeen = true
 				if l.Value == lastMetricName {
 					// We already have the name in the current MetricFamily,
 					// and we ignore nameless metrics.
-					continue
+					return nil
 				}
 				// Need to start a new MetricFamily. Ship off the old one (if any) before
 				// creating the new one.
 				if protMetricFam != nil {
 					if err := enc.Encode(protMetricFam); err != nil {
-						federationErrors.Inc()
-						level.Error(h.logger).Log("msg", "federation failed", "err", err)
-						return
+						return err
 					}
 				}
 				protMetricFam = &dto.MetricFamily{
@@ -198,7 +196,7 @@ func (h *Handler) federation(w http.ResponseWriter, req *http.Request) {
 					Name: proto.String(l.Value),
 				}
 				lastMetricName = l.Value
-				continue
+				return nil
 			}
 			protMetric.Label = append(protMetric.Label, &dto.LabelPair{
 				Name:  proto.String(l.Name),
@@ -207,6 +205,12 @@ func (h *Handler) federation(w http.ResponseWriter, req *http.Request) {
 			if _, ok := externalLabels[l.Name]; ok {
 				globalUsed[l.Name] = struct{}{}
 			}
+			return nil
+		})
+		if err != nil {
+			federationErrors.Inc()
+			level.Error(h.logger).Log("msg", "federation failed", "err", err)
+			return
 		}
 		if !nameSeen {
 			level.Warn(h.logger).Log("msg", "Ignoring nameless metric during federation", "metric", s.Metric)
diff --git a/web/federate_test.go b/web/federate_test.go
index d79a77f199..f39daedf12 100644
--- a/web/federate_test.go
+++ b/web/federate_test.go
@@ -162,7 +162,7 @@ test_metric_without_labels{instance=""} 1001 6000000
 	},
 	"external labels are added if not already present": {
 		params:         "match[]={__name__=~'.%2b'}", // '%2b' is an URL-encoded '+'.
-		externalLabels: labels.Labels{{Name: "foo", Value: "baz"}, {Name: "zone", Value: "ie"}},
+		externalLabels: labels.FromStrings("foo", "baz", "zone", "ie"),
 		code:           200,
 		body: `# TYPE test_metric1 untyped
 test_metric1{foo="bar",instance="i",zone="ie"} 10000 6000000
@@ -179,7 +179,7 @@ test_metric_without_labels{foo="baz",instance="",zone="ie"} 1001 6000000
 		// This makes no sense as a configuration, but we should
 		// know what it does anyway.
 		params:         "match[]={__name__=~'.%2b'}", // '%2b' is an URL-encoded '+'.
-		externalLabels: labels.Labels{{Name: "instance", Value: "baz"}},
+		externalLabels: labels.FromStrings("instance", "baz"),
 		code:           200,
 		body: `# TYPE test_metric1 untyped
 test_metric1{foo="bar",instance="i"} 10000 6000000
diff --git a/web/web.go b/web/web.go
index 2c3676fa2b..f43d5104ce 100644
--- a/web/web.go
+++ b/web/web.go
@@ -653,13 +653,10 @@ func (h *Handler) consoles(w http.ResponseWriter, r *http.Request) {
 		params[k] = v[0]
 	}
 
-	externalLabels := map[string]string{}
 	h.mtx.RLock()
 	els := h.config.GlobalConfig.ExternalLabels
 	h.mtx.RUnlock()
-	for _, el := range els {
-		externalLabels[el.Name] = el.Value
-	}
+	externalLabels := els.Map()
 
 	// Inject some convenience variables that are easier to remember for users
 	// who are not used to Go's templating system.