Background: Pulmonary function has been associated with some measures of cognitive performance, mostly in late adulthood. This study investigated whether this association is present for a range of cognitive measures, at three stages of adulthood, and whether it remains after controlling for demographic, health and lifestyle factors. Method: The relationship between forced expiratory volume at 1 s (FEV1), a measure of pulmonary function, and cognitive test performance was examined in three cohorts aged 20–24, 40–44 and 60–64. Results: After controlling for demographic variables, smoking, physical activity, and respiratory disease, significant associations between FEV1 and cognitive test performance were evident in each age group for most cognitive measures. The association between FEV1 and measures of speed increased with age. Conclusion: FEV1 has a small but reliable positive association with cognitive test performance throughout adulthood, possibly reflecting a common physiological factor.