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Objective: The primary purposes of the present study are (a) to investigate the stress–cognition relationship among U.S. Chinese older adults and (b) to examine the moderating role of health status on the stress–cognition relationship. Method: Data were drawn from the Population Study of Chinese Elderly in Chicago (PINE), which investigated 3,157 Chinese adults over 60 years old living in Chicago. Participants reported health status and completed the Chinese Perceived Stress Scale. Cognitive functions were measured by the East Boston Memory Test, the Digit Span Backward, the Symbol Digit Modalities Test, and Chinese Mini-Mental State Examination. Results: Controlling for age, sex, education, and income, perceived stress was negatively associated with cognitive functions, whereas health status was positively associated with cognitive functions. In addition, older adults’ health status interacted with stress such that the negative relationships between perceived stress and cognitive functions were more pronounced for those who had poor health than for those who had good health. Conclusion: Findings suggest that physical health is a critical factor moderating the relationship between perceived stress and cognitive functions among U.S. Chinese older adults. Longitudinal research is needed to examine the complex relationships among stress, health, and cognitive functions of U.S. Chinese older adults.