Objectives The aim of this study was to explore the correlation between blood profiles and cognitive functions or mild cognitive impairment (MCI) in the Chinese population aged 35-64 years old. Methods A cross-sectional study was performed, which recruited 675 Chinese adults aged 35-64 years old from Beijing, China. Their cognitive performance was assessed with Mini-Mental State Examination (MMSE) and Montreal Cognitive Assessment (MoCA), the serum lipids levels were measured by hexokinase method and colorimetric assay, and the plasma fatty acids profiles were analyzed by fast gas chromatography. Results Among the 675 participants, 84 (12.4%) had MCI. Age, years of education, saturated fatty acids (SFAs) and monounsaturated fatty acids (MUFAs) were associated with MMSE scores (all P < 0.05). Age, years of education, smoking, drinking, non-esterified fatty acids (NEFAs), SFAs, MUFAs, n-3 polyunsaturated fatty acids (n-3 PUFAs) and n-6/n-3 PUFAs were associated with MoCA scores (all P < 0.05). Increased age (P = 0.002) and smoking (P = 0.028) were positively associated with the prevalence of MCI, while educational level (P = 0.005) and alcohol drinking (P = 0.003) both were negatively correlated to the prevalence of MCI. Elevated serum NEFAs (P = 0.032), high plasma SFAs (P = 0.023), and excessive polyunsaturated fatty acids (PUFAs) levels (P = 0.033) were significantly associated with increased frequency of MCI. Conclusion In the Chinese population aged 35-64 years, advanced age and cigarette smoking were risk factors of MCI, whereas higher educational level and alcohol drinking were protective factors for MCI. Excessive serum or plasma levels of NEFAs, SFAs and PUFAs were associated with an increased risk of MCI.