Among the cognitively impaired, arts engagement is associated with improved neurocognitive symptoms. Less is known about arts engagement as a potentially modifiable lifestyle factor to prevent or slow cognitive decline. Our aim was to evaluate the association between arts event attendance and cognition. We used data from the 2014 and 2016 waves of the Health and Retirement Study to evaluate the association between arts event attendance and cognition using multivariable linear regressions. Arts event attendance in 2014 was our exposure of interest and included visiting an art museum or art gallery; attending an arts or crafts fair; attending a live performance (concert, play, or reading); and/or going to a movie theater. Cognitive function in 2016 measured on a 27-point scale by the Telephone Interview for Cognitive Status was our main outcome of interest. Of the 1,149 participants included in the final analysis, 70.7% attended an arts event. The mean baseline cognitive score was higher among those who attended art events (16.8 [standard deviation {SD}, ±3.8] vs 13.8 [SD, ±5.0]; p < .001). In our multivariable regressions, those who attended arts events in 2014 exhibited higher cognitive scores in 2016 after controlling for demographic, socioeconomic, health, and baseline cognitive covariates (β, 1.07 [95% confidence interval {CI}, 0.50-1.64]; p < .001). This association was primarily observed in those with lower baseline cognitive function (β, 1.19 [95% CI, 0.33-2.06]; p = .008). Arts event attendance may be associated with better cognitive function. Given concerns for residual confounding and reverse causality, this association warrants further study.