The purpose of this research was to investigate the association between leisure activity and cognitive function in Chinese older adults, and to explore the mediating role of individual evaluation, anxiety and depression. Using cross-sectional data from the 2018 Chinese Longitudinal Healthy Longevity Survey (CLHLS), Pearson correlation analyses were employed to examine the relationships among various indicators. A multiple mediation model was constructed to investigate the mediating pathways through which leisure activities impact cognitive function in elderly individuals. Leisure activities, individual evaluation, anxiety, and depression were significantly correlated with cognitive function (p < 0.01). Leisure activities not only directly positively impacted cognitive function in elderly individuals (effect = 0.3780; 95% CI = [0.3459, 0.4101]), but also exerted indirect effects through five pathways. Individual evaluation, anxiety, depression, they plays a mediating role in the association between leisure activity and cognitive function in older adults in China. Leisure activities can positively impact cognitive function in elderly individuals by enhancing individual evaluation and subsequently reducing anxiety and depression. [ABSTRACT FROM AUTHOR]