To investigate characteristics of cognitive function in perimenopausal depressive disorder patients and their interrelationship with lipid profiles. Methods: A total of 66 female patients with depressive disorder were enrolled, including 45 cases in the non-menopausal group and 21 cases in the perimenopausal group. The 17-item Hamilton Depression Scale and Hamilton Anxiety Scale were used to assess patients' depression and anxiety, respectively, and the Montreal Cognitive Assessment (MoCA) was used to evaluate cognitive function. The triglyceride (TG), serum total cholesterol (TC), high-density lipoprotein (HDL), and low-density lipoprotein (LDL) levels were collected from clinical records. An enzyme-linked immunosorbent assay was used to detect estradiol (E2) level. Independent sample t test were used to analyze the relationships between cognitive function and lipid profiles between the two groups. Correlation and multiple linear regression methods were used to analyze the factors affecting the cognitive function of patients. Results: Among female patients with depressive disorder, 40.91% (27/66) had cognitive impairment, with 80.00% (20/ 25) in the perimenopausal group and 17.07% (7/41) in the non-perimenopausal group. There was a statistically significant difference in cognitive function impairment between the two groups (P<0.001). The MoCA score in the perimenopausal group was significantly lower than that in the non-perimenopausal group (P=0.000). Compared with the non-perimenopausal group, the perimenopausal group was older (P=0.001) and less educated (P= 0.001). The visual space (P<0.001), attention (P<0.001), language (P<0.001), abstraction (P<0.001), and delayed recall (P<0.001) scores in the non-perimenopausal group were significantly higher than those in the perimenopausal group. There was no statistically significant difference in the E2 level, body mass index, number of episodes, depression, or anxiety score between the two groups. TC (P=0.002), TG (P=0.008), and LDL (P= 0.007) levels in the perimenopausal group were significantly higher than those in the non-perimenopausal group, but there was no statistically significant difference in HDL levels. TC (r=－0.39, P<0.01) and LDL (r=－0.41, P<0.01) were significantly negatively associated with MoCA scores. Multiple linear regression analysis revealed a negative correlation between LDL and cognitive function (P<0.05, β =－ 0.757). Conclusion: Cognitive function was significantly lower in perimenopausal patients with depressive disorder compared to non-perimenopausal patients. TC and LDL may be risk factors for cognitive impairment in perimenopausal women with depressive disorders.