The purpose of this study was to explore the association between psychological resilience and cognitive function in military veterans. We obtained public-use data from the Health and Retirement Study (HRS) for this cross-sectional study of military veterans aged 52 to 101 years (n = 150). We estimated a multivariable linear regression model in which cognitive function served as the dependent variable and psychological resilience served as the independent variable. After controlling for demographics, health conditions, and health behaviors, veterans who had higher psychological resilience scores had better cognitive function (b = 0.22, p = 0.03). Our findings suggest that psychological resilience may be associated with cognitive function among veterans. These findings highlight the importance of assessing psychological resilience in gerontological social work practice.