Preliminary evidence suggests that neighborhood environments, such as socioeconomic disadvantage, pedestrian and physical activity infrastructure, and availability of neighborhood destinations (e.g., parks), may be associated with late-life cognitive functioning and risk of Alzheimer’s disease and related disorders (ADRD). The supposition is that these neighborhood characteristics are associated with factors such as mental health, environmental exposures, health behaviors, and social determinants of health that in turn promote or diminish cognitive reserve and resilience in later life. However, observed associations may be biased by self-selection or reverse causation, such as when individuals with better cognition move to denser neighborhoods because they prefer many destinations within walking distance of home, or when individuals with deteriorating health choose residences offering health services in neighborhoods in rural or suburban areas (e.g., assisted living). Research on neighborhood environments and ADRD has typically focused on late-life brain health outcomes, which makes it difficult to disentangle true associations from associations that result from reverse causality. In this paper, we review study designs and methods to help reduce bias due to reverse causality and self-selection, while drawing attention to the unique aspects of these approaches when conducting research on neighborhoods and brain aging.