The large body of literature on the association between blood pressure (BP) and cognitive functioning has yielded mixed results, possibly due to the presence of non-linear effects across age, or because BP affects specific brain areas differently, impacting more on some cognitive skills than on others. If a robust association was detected among BP and specific cognitive tasks, the causal nature of reported associations between BP and cognition could be investigated in twin data, which allow a test of alternative explanations, including genetic pleiotropy. The present study first examines the association between BP and cognition in a sample of 1,140 participants with an age range between 10 and 86 years. Linear and quadratic effects of systolic BP (SBP) and diastolic BP (DBP) on cognitive functioning were examined for 17 tests across five functions. Associations were corrected for effects of sex and linear and quadratic effects of age. Second, to test a causal model, data from 123 monozygotic (MZ) twin pairs were analyzed to test whether cognitive functioning of the twins with the higher BP was different from that of the co-twins with lower BP. Associations between BP and cognitive functioning were absent for the majority of the cognitive tests, with the exception of a lower speed of emotion identification and verbal reasoning in subjects with high diastolic BP. In the MZ twin pair analyses, no effects of BP on cognition were found. We conclude that in the population at large, BP level is not associated with cognitive functioning in a clinically meaningful way.