Introduction: Cognitive impairment (CI) is very common condition that occurs in haemodialysis patients and it is associated with reduced functional capacity and mortality. We assessed the change in cognitive function during haemodialysis and associated risk factors. Methods: All patients ≥50 years, on haemodialysis for ≥3 months, no dementia from 2 dialysis centres were selected. Cognition was assessed before and after a haemodialysis session using parallel versions of the Montreal Cognitive Assessment (MOCA) tool. Multiple regression was used to examine potential confounders. Results: Eight-two patients completed both tests – median age 73 (52–91) years, 59% male, dialysis vintage 41 (3–88) months. Sixty-two (76%) had CI at baseline. Cognition declined over dialysis (MOCA 21 ± 4.8 to 19.1 ± 4.1, p < 0.001) and domains affected were attention, language, abstraction and delayed recall. Age and dialysis vintage were independently associated with decline. Conclusion: Cognitive function declines over a haemodialysis session and this has significant clinical implications over health literacy, self-management and tasks like driving. More research is needed to find the cause for this decline in cognition.