The present study used a coordinated analyses approach to examine the association of physical activity and cognitive change in four longitudinal studies. A series of multilevel growth models with physical activity included both as a fixed (between-person) and time-varying (within-person) predictor of four domains of cognitive function (reasoning, memory, fluency, and semantic knowledge) was used. Baseline physical activity predicted fluency, reasoning and memory in two studies. However, there was a consistent pattern of positive relationships between time-specific changes in physical activity and time-specific changes in cognition, controlling for expected linear trajectories over time, across all four studies. This pattern was most evident for the domains of reasoning and fluency.