A large cross-sectional study of nearly 4,500 frail and prefrail older adults found that cardiorespiratory fitness (CRF) is a powerful independent predictor of cognitive health. Those in the highest CRF quartile had 85% lower odds of cognitive impairment compared to the lowest quartile. Muscle strength also mattered, but its protective effect weakened once CRF was accounted for. When both were high, the benefit was greatest — but high CRF alone outperformed high muscle strength alone by 56%. The findings suggest that aerobic exercise targeting CRF should be prioritized in exercise prescriptions for frail older adults at risk of cognitive decline, though the cross-sectional design prevents causal conclusions.