•There are significant but modest associations between cognitive frailty and physical frailty.•Screening instruments have often been used to determine objective cognitive decline.•Lifespan trajectories should be taken into account in understanding cognitive frailty.•A strong operational definition of cognitive frailty is necessary.•Interventional studies are needed to establish the role of preventive strategies. To analyze the definition of “cognitive frailty” and to study the conceptual and operational definitions used and their implications for empirical research. The relationships between this concept and cognitive reserve, the role of neuropathology and brain reserve, motor signs of aging and the reversibility of cognitive frailty are also discussed. Systematic review of empirical studies identified from Medline Advanced 1966, CINAHL, Web of Science, PsycINFO, and Scopus until August 2017. Effect sizes. The quality of the articles was assessed by the Preferred Reporting Items for Systematic Reviews and Meta-Analysis Statement. Three independent reviewers participated in the study selection and data extraction. Nineteen studies involving 31,707 participants met the inclusion criteria. Significant associations were reported between cognitive frailty and physical frailty or gait speed. Screening instruments were usually used to determine objective cognitive decline rather than extensive neuropsychological assessments. Educational level was the only indicator of cognitive reserve that was systematically included in the evaluation of cognitive frailty. Motor decline and gait variables were not systematically included in protocols for the assessment of cognitive frailty. A strong operational definition would benefit both the development of treatments to counter cognitive frailty and the assessment of treatment effectiveness. Nevertheless, since there is clear agreement regarding the importance of interventions for and the prevention of cognitive frailty, randomized controlled trials investigating the efficacy of preventive interventions are necessary.