Early-life circumstances have a long-term impact on adult outcomes such as health, education, wealth, and happiness. Using exogenous variation in weather conditions across 46 developing countries over time, this study examines the impact of experiencing weather shocks in childhood on adult non-cognitive skills, namely, locus of control. The results show that those who experienced rainfall shortage before age five are more likely to believe that they cannot control their life outcomes. The impact is larger for females from agricultural countries. However, in line with the theoretical prediction, the impact diminishes with age. This study also demonstrates the negative impact of weather shocks on voting behavior. Finally, underlying mechanisms for this relationship are explored.