The demonstration of correlated change is critical to understanding the relationship between activity engagement and cognitive functioning in older adulthood. Changes in activity have been shown to be related to changes in cognition, but little attention has been devoted to how this relationship may vary between specific activity types, cognitive domains, and age groups. Participants initially aged 65-98 years (M = 77.46 years) from the Australian Longitudinal Study of Ageing (n = 1,321) completed measurements of activity (i.e., cognitive, group social, one-on-one social, and physical) and cognition (i.e., perceptual speed, and immediate and delayed episodic memory) at baseline, 2, 8, 11, and 15 years later. Bivariate latent growth curve models covarying for education, sex, and baseline age and medical conditions revealed multiple positive-level relations between activity and cognitive performance, but activity level was not related to later cognitive change. Change in perceptual speed over 15 years was positively associated with change in cognitive activity, and change in immediate episodic memory was positively associated with change in one-on-one social activity. Old-old adults showed a stronger change-change covariance for mentally stimulating activity in relation to perceptual speed than did young-old adults. The differentiation by activity type, cognitive domain, and age contributes to the growing evidence that there is variation in the way cognitive ability at different ages is related to activity.