Background/Objectives: Cognitive impairment is a core feature of schizophrenia, affecting attention, memory, and executive function and contributing significantly to the burden of the disorder. These deficits often begin before the onset of psychotic symptoms and persist throughout life, making their treatment essential for improving outcomes and functionality. This work aims to explore the impact of these impairments at different life stages and the interventions that have been developed to mitigate their effects. Methods: This narrative review examined literature searching for different approaches to treat cognitive impairments in schizophrenia across the lifespan. Results: Cognitive alterations appear before psychosis onset, suggesting a window for primary prevention. Then, a period of relative stability with a slight decline gives the period to secondary and eventually tertiary prevention for more than two decades. Finally, another window for tertiary prevention occurs from the third decade of illness until the later stages of the illness, when a progression in cognitive decline could be accelerated in some cases. Cognitive remediation and physical exercise are evidence-based interventions that should be provided to all patients with disabilities. Conclusions: Treating cognition throughout the whole lifespan is crucial for improving functional outcomes. It is necessary to consider the need for personalized, stage-specific strategies to enhance cognitive function and functioning in patients.