Cognitive impairment is an age-relevant intermediate stage where cognition declines to a state between the normal aging process and dementia. Earlier studies reported that depression, inappropriate nighttime sleep duration (NSD), and limited leisure activity engagement are cognitive impairment risk factors among older adults. Thus, we postulated that interventions on depression, sleep duration, and leisure activity engagement can reduce cognitive impairment risk. However, no earlier research ever explored this. The data of 4,819 respondents aged 60 years and above, without cognitive impairment at baseline and with no prior history of memory-related diseases, including Alzheimer's disease, Parkinson's disease, and encephalatrophy, were obtained from the China Health and Retirement Longitudinal Study (CHARLS) between 2011 and 2018. The parametric g-formula, an analytic tool for estimating standardized outcome distributions using covariate (exposure and confounders)-specific estimates of the outcome distribution, was used to estimate 7-year cumulative cognitive impairment risks among older Chinese adults, under independent hypothetical interventions on depression, NSD, and leisure activity engagement, which was subdivided into social activity (SA) and intellectual activity (IA) for the different intervention combinations. The observed cognitive impairment risk was 37.52%. Independent intervention on IA was the most effective factor in reducing incident cognitive impairment, with a risk ratio (RR) of 0.75 (95% confidence interval [CI]: 0.67-0.82), followed by depression (RR: 0.89, 95% CI: 0.85-0.93) and NSD (RR: 0.88, 95% CI: 0.80-0.95). The joint intervention combining depression, NSD, and IA interventions could reduce the risk by 17.11%, with an RR of 0.56 (95% CI: 0.48-0.65). In subgroup analyses, independent interventions on depression and IA had analogously significant effects on men and women. However, interventions on depression and IA had stronger effects on literate than illiterate individuals. Hypothetical interventions on depression, NSD, and IA reduced cognitive impairment risks among older Chinese adults, both independently and jointly. The findings of the present study suggest that the intervention measures on depression, inappropriate NSD, limited intellectual activities, and their combination may prove to be effective strategies for preventing cognitive impairment among older adults.