To present a review of cross-sectional and longitudinal studies that investigate the relationship between the hormones Dehydroepiandrosterone (DHEA) and Dehydroepiandrosterone sulfate (DHEA-S) and cognition. Methods: The cognition items included in this review were global cognitive function, memory, attention, executive function, intelligence, perception and visuospatial ability. A systematic review was proceeded using three databases: PubMed, ISI Web of Science, and PsycINFO. Results: Two thousand fifty five references about cognition and hormones were found; 772 duplicated references were excluded, resulting in 1.283 references to be evaluated. According to exclusion and inclusion criteria, 25 references were selected. A positive correlation between DHEA-S blood levels and global cognition was found in women and men. Other positive correlations between DHEA-S and working memory, attention and verbal fluency were found only in women. The DHEA effect on cognition is limited to one study conducted among young men with high-doses.