The current study aimed to explore the association between carotid intima-media thickness (CIMT) and cognitive function assessed by the Mini-Mental State Examination (MMSE) and to examine possible effect modifiers in hypertensive patients. A total of 14,322 hypertensive participants (mean age 64.2 ± 7.4 years; 40.9% male) from the China Stroke Primary Prevention Trial (CSPPT) were included in the final analysis. CIMT was measured by ultrasound, and data were collected at the last follow-up visit; MMSE was used to evaluate cognitive function. Nonparametric smoothing plots, multivariate linear regression analysis, subgroup analyses and interaction testing were performed to examine the relationship between the CIMI and cognitive function and effect modification. The mean CIMT was 0.74 ± 0.11 mm, and the mean MMSE score was 23.5 ± 4.8. There was a significant interaction (P interaction < 0.05) in both male and female populations stratified by age (<60 vs. ≥60 years), and higher CIMT was significantly associated with decreased MMSE scores only in participants aged ≥60 years (male: β = −2.29, 95% CI −3.23 to −1.36; female: β = −1.96, 95% CI −2.97 to −0.95). Males with abnormal HDL-C showed a stronger negative association (β = −3.16, 95% CI −4.85 to −1.47) than those with normal HDL-C (normal vs. abnormal, P for interaction = 0.004). We observed that increased CIMT was significantly associated with cognitive impairment in the hypertensive population, especially among individuals with an age greater than 60 years and HDL-C deficiency. Overall, upon diagnosis of hypertension, treatment should start at the earliest opportunity to prevent end-organ damage and cognitive decline.