A growing body of literature suggests that higher engagement in a range of activities can be beneficial for cognitive health in old age. Such studies typically rely on self-report questionnaires to assess level of engagement. These questionnaires are highly heterogeneous across studies, limiting generalisability. In particular, the most appropriate domains of activity engagement remain unclear. The Victoria Longitudinal Study-Activity Lifestyle Questionnaire comprises one of the broadest and most diverse collections of activity items, but different studies report different domain structures. This study aimed to help establish a generalisable domain structure of the Victoria Longitudinal Study-Activity Lifestyle Questionnaire. The questionnaire was adapted for use in a sample of UK-based older adults (336 community-dwelling adults aged 65–92 with no diagnosed cognitive impairment). An exploratory factor analysis was conducted on 29 items. The final model retained 22 of these items in a six-factor structure. Activity domains were: Manual (e.g., household repairs), Intellectual (e.g., attending a public lecture), Games (e.g., card games), Religious (e.g., attending religious services), Exercise (e.g., aerobics) and Social (e.g., going out with friends). Given that beneficial activities have the potential to be adapted into interventions, it is essential that future studies consider the most appropriate measurement of activity engagement across domains. The factor structure reported here offers a parsimonious and potentially useful way for future studies to assess engagement in different kinds of activities.