Objectives We examined the relationship between coronary artery calcification (CAC) score and performance in cognitive tests in a large Brazilian sample. Methods In this cross‐sectional study, 4104 participants (mean age = 50.9 ± 8.8 years old, 54% female) from the Brazilian Longitudinal Study of Adult Health had complete information for CAC and cognitive tests. We used linear regression models adjusted for sociodemographics, cardiovascular risk factors (hypertension, diabetes, smoking, alcohol use, physical activity, and body mass index), depression, and thyroid function. To investigate potential different associations for middle‐aged and older adults, we stratified the analysis by age groups. Results Participants with CAC ≥ 100 Agatston score had poorer performance in the trail making test compared to those with CAC < 100 Agatston score (β = −0.101, 95% CI = −0.194; −0.010, p = 0.03). We did not find any other association between CAC and cognitive tests. When we investigated the effect modification between CAC and age on cognitive tests, only the effect modification on global cognition (p = 0.02) and trail making test was significant (p = 0.0003). Conclusions Higher CAC was weakly associated with poorer performance in an executive function test in a large sample from the Brazilian Longitudinal Study of Adult Health. Copyright © 2017 John Wiley & Sons, Ltd.