Research on cognitive function in individuals with chronic kidney disease (CKD) is critical due to the significant public health challenge posed by both CKD and cognitive impairment. CKD affects approximately 10-15% of the adult population, with higher prevalence in the elderly, who are already at increased risk for cognitive decline. Cognitive impairment is notably higher in CKD patients, particularly those with severe stages of the disease, and progresses more rapidly in those on dialysis. This review explores how data from large biobank studies such as the Alzheimer's Disease Neuroimaging Initiative, UK Biobank, and others could be used to enhance understanding the progression and interplay between CKD and cognitive decline. Each of these data sources has specific strengths and limitations. Strengths include large sample sizes and longitudinal data across different groups, and in different settings. Addressing limitations leads to challenges in dealing with heterogeneous data collection methods, and addressing missing data, which requires the use of sophisticated statistical techniques. Combining data from multiple databases can mitigate individual study limitations, particularly via the 'epidemiological triangulation' concept. Using such data appropriately holds immense potential to better understand the pathobiology underlying CKD and cognitive impairment. Addressing the inherent challenges with a clear strategy is crucial for advancing our understanding and improving the lives of those affected by both CKD and cognitive impairment.