Hall joined the Swans for the 2002 season and prospered under the coaching of Paul Roos. He led the club's goalscoring in every season up until 2009 and was named club Best and Fairest in 2004. He has said that he benefited from the move to Sydney, in particular the relative anonymity he enjoyed when first arriving, playing alongside Tony Lockett in Lockett's comeback-from-retirement season. Hall's form reached a high in 2004 when he was named in the All-Australian team. He then took his game to a whole new level from 2005, and not only bagged 80 goals for the season and a second placing for the Coleman Medal, but set up many more goals as well. He was selected in the All-Australian list in 2005 and 2006 and captained the Swans to their historic 2005 Grand Final premiership victory, their first since 1933. He led the Swans goalkicking in seasons 2005 to 2006, and in that two-year period he kicked two bags of seven against Essendon in their matches in Melbourne (a win in 2005 but a loss in 2006). He also led the club's goalkicking in seasons 2007 and 2008, but in those two seasons he struggled with suspension and injury. He has also kicked big bags of goals against notably weaker opponents such as Carlton.