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Background: A number of studies have evaluated the association between cognitive function, pain, and physical activity. To our knowledge, however, no previous studies have evaluated these factors at the population level. Aims: To evaluate the association between cognitive function in the elderly with pain, physical activity, and the interaction between these variables. Estimates are generated for the United States population. Methods: We made use of the NHANES database (1999–2002), making adjustments so that our results represent the United States population. Cognitive function was evaluated through the Digit Symbol Substitution Test. Our main predictors were (1) pain, defined as soreness of either the shoulder, neck, lower back and joint, or a severe headache (2) physical activity, measured as the performance while performing tasks at home, physical activity intensity, walking, bicycle riding, and muscle strengthening. Results: Most individual pain sites were not significantly associated with cognitive function, while all physical activity factors were associated with an increase in cognitive function. When evaluating the sample subset of those with cognitive scores lower than the median, a combination of more pain and less physical activity was consistently associated with lower cognitive scores when compared to those performing more physical activity with or without pain. When evaluating individuals with cognitive scores above the median, a similar association pattern was perceived. Conclusions: Among the population of individuals above the age of 60, higher cognitive levels are associated with more physical activity and less with pain, although both factors might impact cognition. Public policy resources should be commensurate with these findings when targeting cognitive function among the aging population. [ABSTRACT FROM AUTHOR]