Objectives: This study addressed two questions: (1) Is age at migration associated with cognitive function among Chinese older immigrants? and (2) what personal and environmental factors confound the above relationship? Methods: Data were derived from the Population Study of Chinese Elderly (N = 2957). Quantile and linear regressions were used to examine the associations between age at migration and Mini-Mental State Examination (MMSE) and global cognitive function, respectively. Results: Migration in late middle age (50–64) or late adulthood (65 or older) was associated with lower MMSE scores. Global cognition did not vary by age at migration. Associations between age at migration and MMSE were stronger among individuals with lower education or social engagement. Discussion: Migrating late in one’s life has important implications for cognitive health over the life course. Findings are helpful to identify vulnerable older immigrant segments and provide tailored interventions to promote their cognitive health.