As average life-expectancy increases worldwide, there is a heightened public health concern about impaired cognitive function and dementia with advancing age. There are an estimated 10 million new cases of dementia each year and the worldwide prevalence is expected to triple by 2050. Without current effective treatment, research has expanded to identify modifiable risk factors for dementia to promote healthy cognitive aging. Air pollution is a unique modifiable risk factor as levels can be shaped by individual behaviors and population-level environmental policies and regulations. Ambient air pollution is a mixture of particulate matter, gases, and other organic and metallic components. Emerging evidence suggests chronic exposure may affect diseases of the central nervous system, including dementia and cognitive impairment. It is biologically plausible that increased exposure to air pollution can produce a neuroinflammatory response, which in turn can result in structural changes in the brain. Although epidemiologic studies have observed a link among some populations, the causal pathway between air pollution and dementia remains unclear and these studies are subject to specific methodological challenges. The first chapter of this dissertation reviews the epidemiological evidence regarding the relationship between dementia, cognitive impairment, and air pollution and outlines some methodological challenges my research addresses. The second chapter demonstrates different methods to account for competing events in a cohort of older adults in France and provides recommendations for future research in studies of air pollution and dementia. The third chapter examines the causal pathway between air pollution and dementia, evaluating cardiovascular disease as a potential intermediate in a population-based cohort in Ontario, Canada. The fourth chapter expands the generalizability of the current research by examining the relationship between air pollution and cognitive impairment in a US cohort of Hispanic/Latino adults, an understudied ethnic group with well-documented disparities in both air pollution exposure and chronic health outcomes. The final chapter of this dissertation summarizes key findings and highlights future directions to advance epidemiologic research of air pollution and cognitive aging.