Growing research indicates that daily stress is associated with poorer same-day cognitive performance, for example, memory and attention. However, it is unclear whether this relationship holds across diverse ages and engagement in physical activity (PA), or whether these factors might buffer the relationship between daily stress and subjective cognitive function. Ecological momentary assessment data were collected from adults aged 25 to 88 years across British Columbia, Canada. For 14 days, participants ( N = 204) wore a triaxial physical activity monitor, reported stressor occurrence in mobile surveys four times per day, and rated their subjective attention and memory at the end of each day. Multilevel models evaluated daily stressor occurrence as a predictor of subjective attention and memory, with same-day PA engagement and age as moderators. Subjective attention and memory were lower on days when a stressor had occurred, compared to stressor-free days. Neither PA nor age moderated the within-person associations of daily stressors with subjective cognition. The lack of stress-buffering effects for same-day PA and age raises questions about the contexts in which PA promotes cognitive functioning and about age-related processes underlying stress and cognition. Future work could examine the mechanisms that might explain the link between daily stress and cognition function, as well as the associations of different intensity and forms of physical activity on stress across age groups.