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Objective: Studies, conducted largely in North America and Europe, demonstrate that menopausal symptoms and menopausal stage influence cognitive function. Here, we evaluate these associations in a large cohort of sub-Saharan African women, a population where these associations are understudied. We hypothesized that premenopausal women would show better cognitive performance than women later in the transition, and that menopausal symptoms would be inversely related to cognition. Methods: This cross-sectional study included 702 black urban South African women between the ages of 40 and 60 years from the Study of Women Entering and in Endocrine Transition. Participants completed the Symbol Digit Modalities Test, a measure of processing speed and incidental recall. Menopausal stage was ascertained using the Stages of Reproductive Aging Workshop+ 10 criteria and symptoms using the Menopause Rating Scale. Multivariable linear regression analyses were used to examine adjusted associations between menopausal stage and menopausal symptoms on cognitive performance. Results: In adjusted analyses, menopausal stage was not associated with processing speed ( p  = 0.35) or incidental recall ( p  = 0.64). However, more severe symptoms of hot flushes and anxiety were associated with slower processing speed (all p  < 0.05), and more severe mood symptoms were associated with worse incidental recall ( p  = 0.008). Conclusion: Menopausal symptoms, but not menopausal stage, were associated with cognitive function in this cross-sectional study of sub-Saharan African women.