The majority of studies on stressful life events focus on posttraumatic stress disorder and depression, while less is known about whether the cumulative exposure to stressful life events over the life course will deteriorate cognitive function. This study aims to investigate the association between lifetime stressful life events and cognitive function in an immigrant population. The data were drawn from the Population Study of Chinese Elderly in Chicago (PINE). Face-to-face interviews were conducted with a sample of 3125 U.S. Chinese older adults in 2017–2019. Twelve types of stressful life events were assessed: physical assault, residential fires, sexual assault, miscarriage, abortion, imprisonment, being falsely accused, divorce, death of a loved one, being robbed, experiencing cancer, and being homeless. Cognitive function was measured through global cognition, episodic memory, working memory, processing speed, and Mini-Mental State Examination (MMSE). Linear regression was performed. Older adults who experienced a higher number of life events were associated with higher global cognition (b = 0.11, SE = 0.01, p
< 0.001), episodic memory (b = 0.14, SE = 0.02, p
< 0.001), working memory (b = 0.17, SE = 0.03, p
.001), processing speed (b = 1.92, SE = 0.18, p
< 0.001), and MMSE (b = 0.29, SE = 0.07, p
< 0.001), while controlling for age, gender, income, education, medical comorbidities, ADL, and depressive symptoms. In contrast with earlier studies, we identified the positive relationships between aggregate and individual life events and cognition. Older adults who had prior experience with stressful life events could demonstrate an advantage over those without such experiences. In addition, older adults who experienced life event(s) during adulthood and old age are associated with higher cognitive function. Further studies could investigate how individuals respond to stressful life events and how the underlying resilience mechanism would promote cognitive function.