Numerous longitudinal studies suggest a strong association between cardiovascular risk factors and cognitive impairment. Individuals with atrial fibrillation are at higher risk of dementia and cognitive dysfunction, as atrial fibrillation increases the risk of cerebral hypoperfusion, inflammation, and stroke. The lack of comprehensive understanding of the observed association and the complex relationship between these two diseases makes it very hard to provide robust guidelines on therapeutic indications. With this review, we attempt to shed some light on how atrial fibrillation is related to dementia, what we know regarding preventive interventions, and how we could move forward in managing those very frequently overlapping conditions.