Introduction: Depression has been associated with cognitive performance, but whether sociodemographic and clinical characteristics might influence this association is not well elaborated. This study aimed to further explore this relationship in older adults. Methods: This cross-sectional study is based on data from the National Health and Nutrition Examination Survey (NHANES) 2013–2014. A total of 1,433 individuals with complete information on depressive symptoms and cognitive function variables were included in this study. Patient Health Questionnaire 9 (PHQ-9) score ≥10 as the cutoff to identify cases of depression in our study. We defined poor cognitive performance as a composite cognitive score <47. Logistic regression models were used to examine the association of depression with cognitive performance (model 1). We progressively adjusted the covariates as confounders (model 2: model 1 + age, and gender; model 3: model 2 + race, education level, family income, drinking, and smoking; model 4: model 3 + overweight, arthritis, hyperlipidemia, diabetes, hypertension, heart failure, coronary heart disease, heart attack, stroke, and cancer). We then conducted subgroup, interaction, and restricted cubic spline (RCS) analyses to examine this association. Results: The prevalence of poor cognitive performance was 36.6% (53/145) in the depression group and 14.1% (182/1,288) in the non-depression group. In the fully adjusted model, depression was significantly associated with poor cognitive performance (adjusted odds ratio: 2.25; 95% confidence interval: 1.31–3.81). The results were robust to sensitivity analyses. Gender and education level may modify the association between depression and poor cognitive performance. RCS analysis revealed that the PHQ-9 score was related to poor cognitive performance in a nonlinear manner (p for nonlinearity <0.001), and exhibited a J-shaped curve. Conclusion: Depression is associated with poor cognitive performance in US older adults. Early recognition and treatment of depression may be potential intervention strategies to protect cognitive health.

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