Background Limited research has examined the role that famine exposure plays in adulthood stroke risk. We aim to explore the causal implications of early exposure to the Great Chinese Famine on stroke risk and determine whether these associations were mediated by cognitive function, and depression. Methods We sampled 12,681 individuals aged 45 years and older from the China Health and Retirement Longitudinal Study (CHARLS) and divided them into fetally exposed, childhood-exposed, adolescence/adulthood-exposed and unexposed groups. Stroke was defined by self- or proxy-reported physician diagnosis. Based on a counterfactual framework, marginal structural models were used to estimate the natural direct effect and the natural indirect effects through cognitive function and depression for causal inference. Results We found that early-life exposure to Chinese famine was directly related to increased stroke risk in mid- to late life. Cognitive function and depression accounted for a greater part of the effect for childhood famine exposure, mediating 36.35% (95%CI: 14.19, 96.19%) of the overall association between famine exposure and incident stroke, than for the fetal, adolescence/adulthood famine exposure groups. However, the natural indirect effect through depression was not significant in the fetally exposed group. The results were robust in the sensitivity analysis of model specification and unobserved confounding. Conclusions Our findings are consistent with the latency, pathway, and accumulation models, supporting the life-course theory. Early stages of life exposed to the Chinese Famine were associated with higher risk of stroke in mid- to late life. Enhanced cognitive and depression interventions may reduce stroke risk in middle-aged and older Chinese adults who exposure to famine in early life.