Background: Chronic kidney disease (CKD) has been identified as a significant direct marker for cognitive decline, but controversy exists regarding the magnitude of the association of kidney function with cognitive decline across the different CKD stages. Therefore, the aim of this study was to investigate the association of kidney function with cognitive decline in older patients at high risk of cardiovascular disease, using data from the PROspective Study of Pravastatin in the Elderly at Risk (PROSPER). Methods: Data of 5796 patients of PROSPER were used. Strata were made according to clinical stages of CKD based on estimated glomerular filtration rate; < 30 ml/min/1.73m 2 (stage 4), 30-45 ml/min/1.73m 2 (stage 3b), 45-60 ml/min/1.73m 2 (stage 3a) and ≥ 60 ml/min/1.73m 2 (stage 1-2). Cognitive function and functional status was assessed at six different time points and means were compared at baseline and over time, adjusted for multiple prespecified variables. Stratified analyses for history of vascular disease were executed. Results: Mean age was 75.3 years and 48.3% participants were male. Mean follow-up was 3.2 years. For all cognitive function tests CKD stage 4 compared to the other stages had the worst outcome at baseline and a trend for faster cognitive decline over time. When comparing stage 4 versus stage 1-2 over time the estimates (95% CI) were 2.23 (0.60-3.85; p = 0.009) for the Stroop-Colour-Word test, − 0.33 (− 0.66-0.001; p = 0.051) for the Letter-Digit-Coding test, 0.08 (− 0.06-0.21; p = 0.275) for the Picture-Word-Learning test with immediate recall and − 0.07 (− 0.02-0.05; p = 0.509) for delayed recall. This association was most present in patients with a history of vascular disease. No differences were found in functional status. Conclusion: In older people with vascular burden, only severe kidney disease (CKD stage 4), but not mild to modest kidney disease (CKD stage 3a and b), seem to be associated with cognitive impairment at baseline and cognitive decline over time. The association of severe kidney failure with cognitive impairment and decline over time was more outspoken in patients with a history of vascular disease, possibly due to a higher probability of polyvascular damage, in both kidney and brain, in patients with proven cardiovascular disease.