White matter hyperintensity (WMH) is associated with cognitive impairment. In this study, 79 patients with WMH from hospital 1 were randomly divided into a training set (62 patients) and an internal validation set (17 patients). In addition, 29 WMH patients from hospital 2 were used as an external validation set. Cognitive status was determined based on neuropsychological assessment results. A deep learning convolutional neural network of VB-Nets was used to automatically identify and segment whole-brain subregions and WMH. The PyRadiomics package in Python was used to automatically extract radiomic features from the WMH and bilateral hippocampi. Delong tests revealed that the random forest model based on combined features had the best performance for the detection of cognitive impairment in WMH patients, with an AUC of 0.900 in the external validation set. Our results provide clinical doctors with a reliable tool for the early diagnosis of cognitive impairment in WMH patients.