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Background Evidence on the impact of complex neighborhood environment, including air pollution, greenness, and neighborhood socioeconomic deprivation (nSED) on cognitive health in older adults remains scarce. Both cognition and neighborhood environment are associated with physical activity, but little is known about the potential mediating role of physical activity in this association. Methods Cross-sectional data of the Czech arm of the HAPIEE cohort study examined 4,178 participants (55.6% women) aged 45–69 years. Global cognitive score was constructed from memory, verbal fluency, and concentration domains. The exposures, assigned to participant's addresses, include 4-year (2000–2003) average concentrations of PM2.5, greenness index calculated from tree crown canopy cover estimation (2000), and census-based nSED characteristics. Physical activity and other covariates were assessed by a questionnaire. Structural equation modelling was used to estimate standardized β coefficients for the relationships between neighborhood environment, physical activity and cognitive performance. Results After controlling for a range of covariates, global cognitive function was inversely associated with PM2.5 (β = −0.087; 95%CI: 0.122 to −0.052) and nSED (β = −0.147; 95%CI: 0.182 to −0.115), and positively associated with greenness (β = 0.036; 95%CI: 0.001 to 0.069). We identified a weak but statistically significant mediating role of physical activity in the associations of PM2.5 exposures and nSED on global cognitive score. Total mediation proportions ranged from 3.9% to 6.5% for nSED and PM2.5, respectively. Conclusions The neighborhood environment was associated with cognitive health in older individuals; the associations were partially mediated by physical activity.