Aim Depression and mild cognitive impairment (MCI) are common among older adults. Most of the existing studies were carried out in developed countries, and evidence from developing countries are lacking. In the present study, using a national sample, we aimed to describe the prevalence of MCI and its associated factors among Chinese older adults with depression. Method The present study uses data from a national survey of the 2011 Comprehensive Assessment of Elderly Health, which involved 8113 older adults from eight provinces or municipalities directly under the Central Government of six regions in China. The Geriatric Depression Scale was used to assess depression, and the Mini‐Mental State Examination was used as the measurement of cognitive function. Results The results showed that the prevalence of geriatric depression was 15.9%, and 36.4% of those with depression had MCI. Geriatric depression was found to be significantly associated with MCI after controlling for demographics. Among participants with geriatric depression, female sex, older age, rural or suburban residence, poor physical health status, education level of illiterate or elementary school, having no daily physical activity, and living in Central China or West China were associated with an increased risk of MCI. Conclusions The present study showed a high prevalence rate of MCI among Chinese older adults with depression. Early screening and treatment for MCI are necessary among people with geriatric depression. Further research and health services innovations are required to address the high prevalence of MCI in this population. Geriatr Gerontol Int 2017; ••: ••–••.