Research on the relationship between social capital and individual health often suffers from important limitations. Most research relies on cross-sectional data, which precludes identifying whether participation predicts health and/or vice versa. Some important conceptualizations of social capital, like social participation, have seldom been examined. Little is known about participation and health in sub-Saharan Africa. Furthermore, both physical and mental health have seldom been tested together, and variation by age has rarely been examined. We use longitudinal survey data for 2,328 men and women from the Malawi Longitudinal Study of Families and Health, containing (1) several measures of social participation, (2) measures of physical and mental health, and (3) an age range of 15 to 80+ years. Our results differ by gender and age and for mental and physical health. We find that social participation is associated with better physical health but can predict worse mental health for Malawians.