While sunlight may influence cognitive function through several pathways, associations of residential sunlight exposure with cognitive function are not well known. We evaluated associations of long-term residential sunlight exposure with cognitive function among a representative cohort of 1838 Finnish adults residing in Finland who underwent comprehensive cognitive assessment in midlife. We linked daily recordings of global solar radiation to study participants using residential information and calculated the average daily residential exposure to sunlight for four exposure time intervals: 2 months, 1 year, 2 years and 5 years prior to the date of the cognition assessment. Associations of the residential sunlight exposure with cognitive function were assessed using linear regression analyses adjusting for season, sex, age, and individual- and neighborhood-level socioeconomic characteristics. Greater average residential sunlight exposure over 2 and 5 years prior to the cognitive function assessment was associated with better global cognitive function (b = 0.13, 95% CI = 0.01, 0.25; b = 0.17, 95% CI = 0.05, 0.29, per 1 MJ/m² difference in sunlight exposure), while no associations with global cognitive function were observed at shorter exposure time intervals. In domain-specific analyses, greater residential exposure to sunlight over 1, 2 and 5 years prior to the cognitive function assessment was associated with better performance on new learning and visual memory (b = 0.10, 95% CI = 0.00, 0.20; b = 0.16, 95% CI = 0.04, 0.28; b = 0.19, 95% CI = 0.08, 0.31) and sustained attention (b = 0.15, 95% CI = 0.05, 0.25; b = 0.18, 95% CI = 0.06, 0.30; b = 0.17, 95% CI = 0.05, 0.29), but worse performance on reaction time (b = - 0.12, 95% CI = - 0.22, - 0.02; b = -0.15, 95% CI = - 0.28, - 0.02; b = - 0.18, 95% CI = - 0.30, - 0.05). Residential sunlight exposure was not associated with executive function. These findings suggest long-term residential sunlight exposure may be an environmental factor influencing cognitive function among a cognitively healthy cohort residing in Northern Europe. Further studies in populations residing in different geographical locations are needed.