As the population ages, the burden of disease from cognitive decline and dementing illness is rising. In the absence of treatments to reverse cognitive decline, prevention is a public health priority. Physical fitness and physical activity have emerged as prevention targets based on evidence of “neuroprotective” benefits in observational studies. However, observational studies linking active lifestyle with successful cognitive aging might be subject to bias from “neuroselection,” in which adults with better cognitive functioning are more likely to engage in healthy behaviors and avoid unhealthy ones. In their analysis of longitudinal data on several thousand children from the United Kingdom's Millennium Cohort Study, Aggio et al. (Am J Epidemiol. 2016;183(12):1075–1082) revealed that this pattern of neuroselection is already apparent in childhood. However, they also report data that suggest there are cognitive benefits to engaging in certain types of active behaviors over and above this selection. Their findings argue for greater attention to confounding by neuroselection in research on cognitive aging, and they suggest the possibility that early interventions to promote certain health behaviors may instill a virtuous cycle with benefits that accumulate across the lifespan.