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In the United States, up to 12.8 million parents have experienced mental health difficulties during the past year (Stambaugh et al., 2017). Parental mental health difficulties not only have consequences for parents, but also influence children’s neurocognitive functioning (Slomian et al., 2019). Because children’s early neurocognitive abilities are imperative for their later outcomes—such as academic achievement, language/literacy skills, and socioemotional outcomes—it is crucial to understand the mechanisms underlying the relation between parental mental health disturbances and child outcomes (Bleses et al., 2016; Marchman et al., 2018). However, our current understanding regarding the role of parent-child interactions in the relations between parental mental health disturbances and child outcomes remains elusive. Specifically, the literature has focused on general depression in the perinatal period, composite child outcomes (e.g., IQ), and a narrow set of parent-child interactions (e.g., maternal supportiveness; Ibanez et al., 2015; Stein et al., 2008). Here, we examined the role of specific parent-child activities in the relation between distinct parental mental health constructs and child neurocognitive performance. Specifically, we aimed to determine the extent to which parent-child didactic verbal, didactic spatial, and play activities mediate or moderate the relationship between parental mental health and children’s neurocognitive outcomes. Participants included 177 children, three- to five- years of age (M = 4.83 years, SD = 0.64). Consenting parents were administered the Inventory of Depression and Anxiety Symptoms, Expanded Version (IDAS-II; Watson et al., 2012), where they were asked to report on the extent to which they experienced various depression and anxiety symptoms during the previous two weeks. To assess parent-child activities, parents were asked to answer questions about how often they engage in various didactic verbal, didactic spatial, and play activities with their children, using a 7-point Likert scale ranging from 1 (never) to 7 (multiple times per day). Lastly, children were administered three subtests (Similarities, Information, and Matrix Reasoning) from the Wechsler Preschool & Primary Scale of Intelligence, Fourth Edition (WPPSI-IV; Wechsler, 2012). Results showed that parent-child play activities mediate the association between parental general depression and child verbal reasoning skills (β = 1.33, SE = .59, p < .05). Specifically, higher parent-reported general depression was associated with lower quantities of parent-child play, which was in turn associated with lower child verbal reasoning skills. We also found a significant interaction component between parental general depression and play activities in predicting both child-acquired verbal knowledge (β = .11, SE = .05, p < .05) and verbal reasoning skills (β = .14, SE = .07, p < .05). Specifically, play activities served as a protective factor where the negative relation between parental general depression and child verbal outcomes was attenuated at higher levels of play. Overall, our findings are consistent with the recent literature emphasizing the importance of parent-child play activities in children’s verbal and academic environment. These results raise the possibility of leveraging play as one possible mechanism to alleviate the potential negative impact parental mental health disturbances have on children’s neurodevelopmental trajectories.