This paper considers change in subjective well-being from engagement in leisure activities, encompassing the arts, culture and sport. Using UK data from waves 2 (2010–2011) and 5 (2013–2014) of Understanding Society, ordered logit, generalized ordered logit, ANCOVA and change score analysis assesses the effects of changing levels of engagement in leisure activities on four measures of subjective well-being, satisfaction with life overall, amount of leisure time, health and job. We find positive changes in (1) life satisfaction from increased engagement in arts events, historical sites and museums, (2) leisure satisfaction from arts activities and events, (3) health satisfaction from arts events and historical sites and (4) well-being measures from increased participation in moderate- and mild-intensity sport. Benefits do not translate to job satisfaction, suggesting a separation of this domain of well-being from leisure. Our analysis suggests important, but differentiated, positive change in well-being from greater engagement in the arts, culture and sport.