BACKGROUND AND OBJECTIVES: Low education in early life is a major risk factor for dementia. However, little is known about how education in later life is related to cognitive function in older adults. We assessed whether later-life learning was associated with better cognitive function over time and whether the associations differed by sex, race/ethnicity, and prior education. RESEARCH DESIGN AND METHODS: We used data from the 2008-2018 Health and Retirement Study, including participants aged 65+ without baseline dementia and followed for up to 6 years. Global cognition was measured using a summary score. Later-life learning was measured at every wave at least once a month or more, not in the last month, or never. RESULTS: Of 12 099 participants, 10.2% attended an educational or training course "at least once a month or more," 45.5% reported "not in the last month," and 43.3% reported "never" at each wave of the study. Results from adjusted mixed-effects models showed that engaging in any later-life learning, either at least once a month (0.56 points higher, 95% confidence interval [CI] = 0.40-0.73) or not in the last month (0.55 points higher, 95% CI = 0.45-0.65) was associated with better cognitive function compared to never engaging in these activities. The association remained consistent as people aged. The benefits of later-life learning on cognitive function were greater in women than in men-at least once a month versus never was 0.30 points greater in women than men (95% CI = -0.03 to 0.63, DISCUSSION AND IMPLICATIONS: Later-life learning was associated with better cognitive function over time. These findings underscore the importance of continued learning among older adults.