Cognitive dysfunction is the impairment of cognitive function caused by various reasons whereas the underlying mechanism is unknown. It is known that blood brain barrier (BBB) damage may be one of its mechanisms. As a component of the BBB, brain pericytes are involved in the formation and maintenance of the BBB and the regulation of the neurovascular system. Recent studies have shown that brain pericytes damage is associated with cognitive dysfunction. This review summarizes the ways that brain pericytes may lead to cognitive dysfunction, and how the brain pericytes participate in the pathological process of Alzheimer's disease (AD) and postoperative cognitive disorders. This review aims to provide new ideas for the prevention and treatment of cognitive dysfunction.