Identifying circulating proteins associated with cognitive function may point to biomarkers and molecular process of cognitive impairment. Few studies have investigated the association between circulating proteins and cognitive function. We identify 246 protein measures quantified by the SomaScan assay as associated with cognitive function (p < 4.9E-5, n up to 7289). Of these, 45 were replicated using SomaScan data, and three were replicated using Olink data at Bonferroni-corrected significance. Enrichment analysis linked the proteins associated with general cognitive function to cell signaling pathways and synapse architecture. Mendelian randomization analysis implicated higher levels of NECTIN2, a protein mediating viral entry into neuronal cells, with higher Alzheimer's disease (AD) risk (p = 2.5E-26). Levels of 14 other protein measures were implicated as consequences of AD susceptibility (p < 2.0E-4). Proteins implicated as causes or consequences of AD susceptibility may provide new insight into the potential relationship between immunity and AD susceptibility as well as potential therapeutic targets.