The status of cognitive frailty in elderly patients with chronic obstructive pulmonary disease (COPD) and its influencing factors in China remains unclear. This study aimed to investigate the prevalence of and factors associated with cognitive frailty in elderly patients with COPD. This cross-sectional study enrolled elderly patients with stable COPD between May and November 2022 from the Respiratory Department of the First Affiliated Hospital of Zhengzhou University and the Fifth Affiliated Hospital of Zhengzhou University. Convenience sampling method was adopted. Frailty Phenotype scale, Montreal Cognitive Assessment scale, Geriatric Depression Scale, and Clinical Dementia Rating scale were used to assess the prevalence of cognitive frailty in elderly patients with COPD. Multivariable logistic regression analysis was used to explore the associated factors. A total of 406 valid questionnaires were collected, and 173 patients (35.6%) had cognitive frailty. Binary logistic regression analysis showed that sex (odds ratio [OR] = 0.009; 95%CI: 0.001-0.770; P = .038), depression (OR = 17.780; 95%CI: 1.092-289.478; P = .043), modified Medical Research Council grade 1-3 (OR = 28.394-4095.683; 95%CI: 1.086-4,592,652.211; P < .05), global initiative for chronic obstructive lung disease grade 2 and 3 (OR = 32.508-282.072; 95%CI: 1.101-12,516.874; P < .05), and frequencies of acute exacerbations of COPD and hospitalizations within 1 year of 2 times (OR = 21.907; 95%CI: 4.587-104.622; P < .001) were independently associated with cognitive frailty. The prevalence of cognitive frailty in elderly patients with stable COPD was high. Female, depression, modified Medical Research Council grade, global initiative for chronic obstructive lung disease grade, and frequencies of acute exacerbations of COPD and hospitalizations within 1 year might be the factors independently associated with cognitive frailty, educational level might be a protective associated factor for cognitive frailty.