The worldwide incidence of cognitive impairment is escalating, yet no effective solutions for these afflictions have been discovered. Consequently, the importance of early identification and immediate intervention is heightened. Advanced eye movements—a form of voluntary eye movements that includes anti-saccades, memory-guided saccades, predictive saccades, pro-saccades and gap/overlap saccades, mediated by the cerebral cortex and subcortical pathways reflect cognitive levels and functions across different domains. In view of their objectivity, reproducibility, and non-invasive characteristics, advanced eye movement examination possesses significant prospective utility across a wide range of cognitive impairment. This paper extensively reviews various models associated with advanced eye movement examinations and their current applications in cognitive impairment such as Alzheimer’s disease, Lewy body dementia and frontotemporal dementia. Advanced eye movement examination can serve as a biomarker for early screening diagnosis and research on cognitive impairment. In the future, combining advanced eye movement examination with neuropsychological scale assessment and other diagnostic methods may contribute to further early identification of these types of diseases.