Background/Objectives: The adherence to a healthy lifestyle is important for supporting healthy cognitive function as aging progresses. This study aimed to assess the association between a healthy lifestyle, specifically diet quality, physical activity, and smoking, and cognitive function in middle-aged and older adults. Methods: A cross-sectional study was conducted among participants aged 45 and older with normal cognition. Participants’ cognitive performance was assessed by the Montreal Cognitive Assessment (MoCA). Dietary intake was assessed using a 24 h dietary recall, and diet quality was assessed using the Diet Quality Index-International (DQI-I). Physical activity was assessed using the International Physical Activity Questionnaire (IPAQ). Participants were categorized as unhealthy (score ≤ 1), average (score 2), and healthy (score 3). Results: In this study, a total of 176 participants were recruited, 46% of them were classified as unhealthy, 40% was average, and 14% as healthy. Participants in the unhealthy group had lower performance in the naming cognitive domain compared to the other groups (p = 0.01). Participants in the average group scored significantly lower than the other groups in the orientation domain (p = 0.02). Performing moderate and high physical activity levels were significantly associated with higher scores of MoCA (p = 0.04) and in the naming domain (p = 0.02). Conclusions: Adopting a healthy lifestyle is associated with maintaining cognitive health among middle-aged and older adults, supporting the relevance of multidomain lifestyle interventions. Further longitudinal research is warranted to evaluate the long-term feasibility and effectiveness of lifestyle interventions in this population.