Abstract Study Objectives The study aimed to investigate sex differences in the relationship between sleep quality (self-report and objective) and cognitive function across three domains (executive function, verbal memory, and attention) in older adults. Methods We analyzed cross-sectional data from 207 participants with normal cognition or mild cognitive impairment (89 males and 118 females) aged over 60. The relationship between sleep quality and cognitive performance was estimated using generalized additive models. Objective sleep was measured with the GT9X Link Actigraph, and self-reported sleep was measured with the Pittsburgh Sleep Quality Index. Results We found that females exhibited lower executive function with increased objective total sleep time, with a steeper decline in performance after 400 minutes (p = 0.015). Additionally, longer objective sleep correlated with lower verbal memory linearly (p = 0.046). In males, a positive linear relationship emerged between objective sleep efficiency and executive function (p = 0.036). Self-reported sleep was not associated with cognitive performance in females and males with normal cognition. However, in males with cognitive impairment, there was a non-linear positive relationship between self-reported sleep and executive function (p < 0.001). Conclusions Our findings suggest that the association between sleep parameters on cognition varies between older males and females, with executive function being most strongly associated with objective sleep for both sexesTop of Form. Interventions targeting sleep quality to mitigate cognitive decline in older adults may need to be tailored according to sex, with distinct approaches for males and females.