BACKGROUND Extreme temperature-related events can have a negative impact on the health of populations, especially the elderly. However, there is a lack of research on the relationship between heat exposure and cognitive function in older adults. We aim to explore the association between temperature and cognitive function through a national study of middle-aged and older adults. METHODS This study was based on data from the 2018 wave of the China Health and Retirement Longitudinal Study, which screened 6,605 participants who met the inclusion criteria and merged historical meteorological data. We controlled for temperature-related meteorological variables and covariates affecting cognitive function, and used Generalized Linear Model to investigate the correlation between ambient temperature exposure and cognitive function in middle-aged and older Chinese adults. Stepwise regression was used to examine the mediating role of depression levels in the impact of temperature on cognitive function. RESULTS After controlling for covariates and meteorological variables, the number of days of high temperature exposure was significantly negatively associated with cognitive function. The number of days of high temperature exposure was positively associated with depression, and depression was negatively associated with cognitive function. Mediation effect analyses indicated that depression playing a partial mediating role in the association between high temperature exposure and cognitive function. CONCLUSIONS High temperatures exposure was significantly associated with reduced cognitive function, and depression levels may partially mediate this association. This finding has important implications for the design of public policies to reduce the role of high temperatures on mental health.