Previous observational studies on the association between brachial blood pressure (BP) and cognition have reported conflicting results. Central BP has been hypothesized to be more strongly related to cognition than brachial BP. The aim of this study was to assess the association between brachial as well as central BP and cognitive function, both cross-sectionally and with brachial BP measured 17 years before cognitive testing. The study population comprised 2548 individuals aged 61–85 years at follow-up (61.4% women). The cognitive tests administered were A Quick Test of cognitive speed and the Mini Mental State Examination. In fully adjusted linear regressions, small but significant cross-sectional associations were found between higher BP (systolic, diastolic and pulse pressure) and worse results on both of the cognitive tests (P-values <0.05). No significant prospective associations were found. Central BP did not show a stronger association than brachial BP did. After stratification, significant results were mainly found in the group taking BP-lowering drugs at follow-up. In summary, these findings add to existing evidence on the relationship between BP and cognition, but they do not support a superior role of central compared with brachial BP in the elderly.