Research on the causal relation between extracurricular activities and the development of cognitive and socio-emotional outcomes is scarce at the individual level, despite increasing international evidence that such activities are highly relevant and even, in some cases, more effective than traditional school improvement support programs. Based on an unprecedented intervention in the area of music, this paper evaluates the impact of intensive participation of children and young at-risk students in the creation and development of the first youth orchestra of the municipality of Curanilahue, a small and poor county in the south of Chile, South America. After confronting many potential sources of selection bias in the impact estimation-self-selection, parents selection, orchestra selection, payment capacity-we found positive effects of this experience on participants at both the cognitive and socio-emotional levels. We found that orchestra participation positively affects both language and mathematics in SAT-like tests. The estimated impacts are in the upper bound of the impact evaluation sizes range in the developing world (e.g. Duflo et al., 2013; McEwan, 2012; Ganimian and Murnane, 2016). Furthermore, having analyzed the increase in test scores for those students participating in the orchestra who take the test more than once, we find results that indicate a progressive increase in their scores, both in mathematics and in language, an indicator that can be considered as a proxy of socio-emotional outcomes related to the orientation and persistence to obtain personal goals.