Background <p>Cognitive function is a major concern in aging society. Current studies on the impact of body weight changes on cognitive abilities present conflicting results. This study explored the relationship between weight changes during adulthood and cognitive function in later life.</p> Methods <p>Data were obtained from the National Health and Nutrition Examination Survey (NHANES) and a total of 5097 participants aged 60 years or older with recalled weight at young and middle adulthood were included. Absolute weight change was categorized into five groups: weight loss of at least 2.5 kg, weight change within 2.5 kg (reference group), weight gain of at least 2.5 kg but less than 10.0 kg, weight gain of at least 10 kg but less than 20.0 kg, and weight gain of at least 20.0 kg. Cognitive function was assessed using the Digit Symbol Substitution Test (DSST). Logistic regression models adjusted for covariates were used to compute the odds ratios (ORs) and 95% confidence intervals (CIs) for the association between weight changes and cognitive function.</p> Results <p>From age 25 to 10 years before survey, participants with small to moderate weight gain (increase of ≥2.5 kg and &lt;10 kg) exhibited a decreased risk of cognitive impairment compared to those with stable weight (weight change within 2.5 kg), with an OR of 0.64 (95% CI = 0.48 to 0.85, <i>P</i> = 0.003). For moderate to substantial weight gain (increase of ≥10 kg and &lt;20 kg), the OR was 0.61 (95% CI = 0.46–0.79, <i>P</i> &lt; 0.001). From age 25 years to survey, the OR for moderate to substantial weight gain was 0.66 (95% CI = 0.50–0.89, <i>P</i> = 0.007). Restricted cubic spline indicated a U-shaped relationship between the absolute weight change and cognitive function.</p> Conclusions <p>Moderate weight gain from early adulthood to late life was associated with a reduced risk of cognitive impairment, while weight loss showed a non-significant trend toward increased risk.</p>