The presence of diseases related to cognitive impairment is a growing problem today. The aim of this study is to establish a relation between sports practice, body parameters and cognitive impairment. The experimental group (EG) consisted of a total of 29 individuals, with a mean age of 66.14 years (SD 4.55), sixteen women and 13 men; and the control group (CG) consisted of 30 participants, fifteen women and 15 men, with a mean age of 68.52 (SD 5.52). Body parameters were measured by bioimpedance (BIA); trained physical abilities were measured by walking speed and handgrip strength; and the Montreal Cognitive Assessment Test (MoCa) was administered for cognitive evaluation. The results show that the training program improved physical abilities, BIA and MoCa scores of the EG (time p < .001, group < .05, time*group < .001) and that there are significant differences with respect to the CG. Furthermore, muscle mass is the trained anthropometric parameter that has the greatest influence on the results of cognitive impairment (in both men (sig = .040) and women (sig = .020)), with right hand grip strength being the physical ability that has the greatest influence on this parameter (T1 sig = .015, T2 sig = .004). This research demonstrated the importance of strength work within an adapted training program for the prevention of cognitive impairment, resulting in improved MoCa test scores in the group that had practiced it. This illustrates the way forward for further work on exercise as a means of preventing cognitive decline.