New light states thermally coupled to the Standard Model plasma alter the expansion history of the Universe and impact the synthesis of the primordial light elements. In this work, we carry out an exhaustive and precise analysis of the implications of MeV-scale BSM particles in Big Bang Nucleosynthesis (BBN) and for Cosmic Microwave Background (CMB) observations. We find that BBN observations set a lower bound on the thermal dark matter mass of mχ > 0.4 MeV at 2σ. This bound is independent of the spin and number of internal degrees of freedom of the particle, of the annihilation being s-wave or p-wave, and of the annihilation final state. Furthermore, we show that current BBN plus CMB observations constrain purely electrophilic and neutrinophilic BSM species to have a mass, mχ > 3.7 MeV at 2σ. We explore the reach of future BBN measurements and show that upcoming CMB missions should improve the bounds on light BSM thermal states to mχ > (10 − 15) MeV. Finally, we demonstrate that very light BSM species thermally coupled to the SM plasma are highly disfavoured by current cosmological observations. S nashwan.sabti@kcl.ac.uk