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Knowledge of the relationship between depressive symptoms and cognition in older adults has primarily come from studies of clinically depressed, functionally impaired or cognitively impaired individuals, and in predominately White samples. Limited minority representation in depression research exposes the need to examine these associations in more ethnic/racially diverse populations. We sought to examine the relationship between depressive symptoms and cognition in a sample of non-demented older African Americans recruited from surrounding U.S. cities of New York, Greensboro, Miami, and Nashville (N = 944). Depressive symptoms were evaluated with the Geriatric Depression Scale (GDS). Cognition was evaluated with a comprehensive neuropsychological battery. Test scores were summarized into attention, executive function, memory, language, and processing speed composites. Controlling for age, education, reading level, and sex, African American older adults who endorsed more symptoms obtained significantly lower scores on measures of memory, language, processing speed, and executive functioning. Further investigation of the causal pathway underlying this association, as well as potential mediators of the relationship between depressive symptoms and cognitive test performance among older African Americans, such as cardiovascular and cerebrovascular disease, may offer potential avenues for intervention.