INTRODUCTION: Patients with chronic kidney disease (CKD) have a lower exercise tolerance and poor functional capacity, carry on a sedentary lifestyle. Another important change found in patients with CKD is cognitive dysfunction. Physical inactivity has been associated with cognitive dysfunction in the general population, but few studies have evaluated this association in CKD. OBJECTIVES: To assess the association between physical activity and cognitive function in patients with CKD on hemodialysis (HD). METHODS: We evaluated 102 patients undergoing HD. The participants completed the International Physical Activity Questionnaire, which assesses the level of physical activity and the Mini Mental State Examination, used for cognitive screening. Patients were divided into three groups according to their level of physical activity (GI: active/GII: irregularly active/GIII: sedentary). It was applied logistic regression analysis and adopted as outcome variable the presence of cognitive impairment and preserving as independent variables those with a probability of statistical difference between groups of less than 0.1. It was considered statistically significant when p less than 0.05. RESULTS: The groups were similar in age, duration of HD, and smoking. Statistically significant difference regarding race, body mass index, diabetes mellitus, underlying disease and degree of cognitive impairment. Regarding laboratory data, the groups differed in terms of creatinine, glucose, hemoglobin and hematocrit. There was significant association with better physical activity and cognitive function, even adjusting for confounding variables. CONCLUSION: the highest level of physical activity was associated with better cognitive function in CKD patients undergoing HD.