Early-life stressful experiences are associated with increased risk of adverse psychological outcomes in later life. However, much less is known about associations between early-life positive experiences, such as participation in cognitively stimulating activities, and late-life mental health. We investigated whether greater engagement in cognitively stimulating activities in early life is associated with lower risk of depression and anxiety in late life. We surveyed former participants of the St. Louis Baby Tooth study, between 22 June 2021 and 25 March 2022 to collect information on participants' current depression/anxiety symptoms and their early-life activities (N = 2187 responded). A composite activity score was created to represent the early-life activity level by averaging the frequency of self-reported participation in common cognitively stimulating activities in participants' early life (age 6, 12, 18), each rated on a 1 (least frequent) to 5 (most frequent) point scale. Depression/anxiety symptoms were measured by Patient Health Questionnaire (PHQ-9) and Generalized Anxiety Disorder Screener (GAD-7). We used logistic regressions to estimate odds ratios (OR) and 95% confidence intervals (CI) of outcome risk associated with frequency of early-life activity. Each one-point increase in the early-life composite cognitive activity score was associated with an OR of 0.54 (95% CI 0.38-0.77) for late-life depression and an OR of 0.94 (95% CI 0.61-1.43) for late-life anxiety, adjusting for age, sex, race, parental education, childhood family structure, and socioeconomic status. More frequent participation in cognitively stimulating activities during early life was associated with reduced risk of late-life depression.