Research to date suggests that air pollution may affect children’s cognitive development. This study followed 12,159 children in the Millennium Cohort Study in England for 17 years to assess the impacts of lifetime PM2.5 exposure at home and school on cognitive performance while accounting for the inter-related environmental factors of greenness and road noise. Lifetime environmental exposures were measured at home from age 9 months and at school from age 5 years. The relationships between PM2.5 and cognitive test performance at ages 3, 5, 7, 11, 14 and 17 years were investigated using multivariable linear regression models accounting for survey design and controlling for greenness, road noise, and other individual, family, school, and areal characteristics. The results suggest little evidence of observable associations between PM2.5 and cognitive performance in England, with or without adjustment for greenness and road noise, at any age in the study population. These findings also apply to greenness and road noise. This is the first study to quantify the relationship between air pollution, greenspace, noise, and children’s cognitive performance in a longitudinal cohort study in England.