International research consistently finds that the cognitive development of a child is significantly influenced by the family’s social background and home environment. However, little is known about the influence of early sport activities on children’s cognitive development. Within a project located in Germany about 1,200 parents were interviewed, and developmental tests were done with their 4-5-year-old children. These data yield on the one hand information given by the parents on home environment, club membership and social background, and on the other, objective test scores for the children with regard to different early abilities. By means of regression models the influence of early sport activities on cognitive outcomes can be shown. Early club membership and longer participation in such activities stimulate cognitive development in preschool children. This influence persists even after controlling for the social, cultural and economic background of the family. In sum, sport activities have a positive effect on all social groups. This result conclusively underlines the importance of early contact to sport clubs, not just for health reasons, but especially to further cognitive development.