To what extent do socioeconomic conditions in early life shape individuals' noncognitive skills? Using exogenous variation in the timing of weather shocks in 28 agricultural countries, I examine the impact of shocks in childhood on adult locus of control. The results show that experiencing rainfall shortages before age five causes individuals to believe that they cannot control their life outcomes. The impact is larger and persists longer for females, and the gender difference in the impact of weather shocks accounts for 21% of the gender difference in the adult locus of control. Rainfall shocks also decrease females' political participation.