Introduction Chronic kidney disease is related to neurodegeneration and structural changes in the brain which might lead to cognitive decline. The Fazekas scale used for assessing white matter hyperintensities (WMHs) was associated with poor cognitive performance. Therefore, this study investigated the associations between the mini-mental status examination (MMSE), Montreal cognitive assessment (MoCA), cognitive abilities screening instrument (CASI), and Fazekas scale in patients under hemodialysis (HD). Methods The periventricular (PV) WMHs and deep WMHs (DWMHs) in brain magnetic resonance images of 59 patients under dialysis were graded using the Fazekas scale. Three cognition function tests were also performed, then multivariable ordinal regression and logistic regression were used to identify the associations between cognitive performance and the Fazekas scale. Results There were inverse associations between the three cognitive function tests across the Fazekas scale of PVWMHs (p = .037, .006, and .008 for MMSE, MoCA, and CASI, respectively), but the associations were attenuated in the DWMHs group. In CASI, significant differences were identified in short-term memory, mental manipulation, abstract thinking, language, spatial construction, and name fluency in the PVWMHs group. However, DWMHs were only significantly correlated with abstract thinking and short-term memory. Conclusion An inverse correlation existed between the Fazekas scale, predominantly in PVWMHs, and cognition in patients undergoing HD. The PVWMHs were associated with cognitive performance assessed by MMSE, MoCA, and CASI, as well as with subdomains of CASI such as memory, language and name fluency in patients undergoing HD.