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BACKGROUND Few studies have been conducted on the associations of body mass index (BMI), waist circumference (WC), and waist-to-height ratio (WHtR) with cognitive impairment among Chinese older adults through a prospective design. OBJECTIVE This study was aimed to evaluate the associations of BMI, WC, and WHtR with cognitive impairment. METHODS We included participants aged 65 years and older in 2014 at baseline and 2018 follow-up surveys of the Chinese Longitudinal Healthy Longevity Survey (CLHLS). BMI, WC, and WHtR were calculated from measured weight, height, and waist circumference. Mini-Mental State Examination was utilized to assess cognitive impairment. Modified Poisson regression was used for calculating prevalence ratios, risk ratios, and 95% confidence intervals. RESULTS A total of 5156 participants were included in 2014 at baseline. The prevalence of cognitive impairment was 42.5%, 26.7%, and 21.2% in underweight, normal-weight, and overweight/obesity participants defined by BMI categories, respectively, and 24.1% and 26.8% in central obesity participants defined by WC and WHtR cutoffs, respectively. Prospectively, participants with underweight were more likely to suffer from cognitive impairment (RR = 1.258, 95% CI: [1.016, 1.559]), but no risk was found among participants with overweight/obesity after adjustment. Regardless of whether covariates were adjusted or not, no effect on cognitive impairment was found in participants with WC and WHtR groups in the follow-up survey. CONCLUSIONS Underweight may be a significant risk factor for the cognitive impairment of Chinese older adults. Weight management programs targeting older adults should attach importance to achieving and maintaining optimal body weight and improving cognitive function.