This paper investigates whether inherited gender norms contribute to gender disparities in cognitive health at older ages. We adopt an epidemiological approach that exploits variation in the cultural background of second-generation immigrants living in the same European countries, thereby disentangling cultural and institutional factors. Combining data from the Survey of Health, Ageing and Retirement in Europe (SHARE) with measures of gender norms in parents’ countries of birth from the Integrated Values Surveys, we find that women score lower on cognitive tests, relative to men, when gender norms that prevail in their parents’ country of birth are more conservative. Importantly, more traditional gender norms are associated with a higher probability of women, relative to men, to reach the threshold indicating mild cognitive impairment. Exploring potential pathways, we find that more traditional gender norms are associated with a lower probability of women, compared to men, to work in high-skilled occupations and participating in training courses later in life, pointing to gender disparities in opportunities for cognitive stimulation throughout the life course.