The prevalence of cognitive impairment no dementia (CIND) and dementia appears to be higher in low- and middle-income countries (LMICs) compared to high-income economies. Yet few nationally representative studies from Latin American LMICs have investigated life-course socioeconomic factors associated with the susceptibility to these two cognitive conditions. Hence, the present study aimed to examine the associations of early- (education and food insecurity), mid- (employment stability), and late-life (personal income and household per capita income) socioeconomic determinants of CIND and dementia among older adults from Brazil, while simultaneously exploring whether sex plays an effect-modifier role on these associations. This population-based study comprised a nationally representative sample of older adults (N = 5,249) aged 60 years and over from the Brazilian Longitudinal Study of Aging (ELSI-Brazil). We fitted multinomial regressions and estimated odds ratios with the respective 95% confidence intervals (CIs). In multivariate analyses, participants with more years of early-life education (0.89, 95% CI [0.81, 0.97]) and mid-life employment stability (0.97, 95% CI [0.96, 0.99]) and higher late-life household per capita income (0.70, 95% CI [0.51, 0.95) were less likely to have dementia. Regarding CIND, more years of mid-life employment stability (0.97, 95% CI [0.96, 0.98]) was the only determinant to confer protection. Notably, secondary sex-based analyses showed the higher the early-life educational attainment, the lower the odds of dementia in women (0.81, 95% CI [0.75, 0.87]) but not in men (1.00, 95% CI [0.86, 1.16]). These findings may have implications for population health and health policy by advancing our understanding of socioeconomic determinants of CIND and dementia, especially in Latin America.