Protective factors that slow dementia progression and improve quality of life are needed. Neuropsychiatric symptoms (NPS), cognitive decline, and sleep disturbances are commonly found in dementia, indicate progression, and increase caregiver distress. The purpose of this study was to examine the association of private prayer with NPS, cognitive function, and sleep disturbances in older adults with dementia. We analyzed data from the Health and Retirement Study in 2000, 2006, and 2008 and Aging, Demographics, and Memory Sub study in 2001–2003, 2006–2007, and 2008–2009 among 40 older adults (age 70–100 years, mean age = 84.67, 29 females and 11 males, 73.9% non-Hispanic White, and 19.2% Non-Hispanic Black, and 3% Hispanic, cognitive function = 1.169 indicating mild cognitive impairment) using correlational analysis. The results indicated that increased frequency of private prayer was significantly associated with lower NPS, better cognitive function, and lower sleep disturbances. In total, 100% of Non-Hispanic Black and Hispanic participants reported praying at least once per week. Findings could be due to use of cognitive processes used in prayer during supplication, requesting aid, and through communication with the divine, reducing loneliness. Longitudinal studies including historically underrepresented populations are needed to examine these associations over time.