Participation in activities that provide opportunities for mental, physical, or social engagement have been supported as cognitively protective in later life. Theories propose how mentally stimulating activities might improve or maintain specific cognitive abilities across the life course or reduce age-related cognitive changes, for example, while physical activities might promote brain health via a reduction in cardiovascular risk profiles. Given that such lifestyles and behaviors are potentially modifiable, positive associations between activity participation and maintained cognitive abilities in old age highlight leisure-time pursuits as targets for intervention. However, associations between activity participation and cognitive aging may be prone to reverse causation: those with higher engagement across the life course might have always had higher levels of cognitive ability. Life course approaches are therefore needed to correctly identify the potentially beneficial effects of activity participation. In addition, given the growth and development of cognitive abilities across the life span, there may be specific types of activity or engagement that are beneficial at different points. Understanding the associations between mental, physical, and social activity participation and cognitive aging supports the development of interventions against age-related cognitive decline, ranging from targeted cognitive training programs to broader engagement-based approaches. An ultimate goal of research exploring activity participation and cognitive aging is to provide clear and accurate information to individuals regarding the steps they might take to promote brain health in later life.