Constructivist views of cognitive development often converge on 2 key points: (a) the child’s goal is to build large conceptual structures for understanding the world, and (b) the child plays an active role in developing these structures. While previous research has demonstrated that young children show a precocious capacity for concept and theory building when they are provided with helpful data within training settings, and that they explore their environment in ways that may promote learning, it remains an open question whether young children are able to build larger conceptual structures using self-generated evidence, a form of active learning. In the current study, we examined whether children can learn high-order generalizations (which form the basis for larger conceptual structures) through free play, and whether they can do so as effectively as when provided with relevant data. Results with 2- and 3-year-old children over 4 experiments indicate robust learning through free play, and generalization performance was comparable between free play and didactic conditions. Therefore, young children’s self-directed learning supports the development of higher-order generalizations, laying the foundation for building larger conceptual structures and intuitive theories.