ObjectivesTo examine sex differences in the cognitive trajectories of a nationally representative sample of older people living in China and to explore potential determinants of these trajectories.MethodsThe study included 2230 women and 2171 men who were cognitively healthy and aged over 60 at the first observation from the Chinese Longitudinal Healthy Longevity Survey based on the 2008–2018 cohort. Cognitive function was measured using the Chinese version of the Mini‐Mental State Examination (MMSE). Group‐based trajectory modeling was used to identify potential heterogeneity of longitudinal changes over the 10 years in each gender. Logistic regression was used to investigate associations between baseline characteristics (age, education, fertility history, sleep length, physical activity, and health status and behaviors) and trajectory classes.ResultsThree trajectories (labeled stable, slow decline, and rapid decline) were identified according to the changes in MMSE scores for both women and men. For the women, both the slow and rapid decline groups accounted for a larger proportion (14.7% and 11.0%, respectively) than the male decline groups (8.1% and 6.6%, respectively), and the women had a lower baseline MMSE score with a faster decline. In the multivariable logistic regression analyses, older age, less education, older age at first birth, poorer functional abilities, hearing impairment, and lower baseline MMSE scores were significantly associated with cognitive decline in both the female and male groups compared to the stable group. For the women, sleeping over 9 h was also associated with a rapid cognitive decline trajectory, while current exercise and being overweight/obese were protective factors against cognitive decline.ConclusionsThe women had an overall more serious cognitive decline than men. The potential determinants of cognitive decline identified in this study could be considered for developing specific intervention strategies aimed at promoting a healthy brain and preventing cognitive decline in different sexes, especially in low‐income and developing countries.