This study examines the relationship between productive activities and cognitive decline among older adults aged 50 years and over in China and whether this relationship varies by gender and urban/rural residence using a sample of 13,596 respondents from three waves of the China Health and Retirement Longitudinal Study. Results from Generalized Estimation Equations show that caring for grandchildren, caring for a spouse, informal helping and formal volunteering are associated with reduced risk of cognitive decline over a two-year period. In addition, the types of productive activities that are most beneficial for cognition vary by gender and urban/rural residence. Caring for grandchildren and volunteering are most beneficial for urban women, informal helping is most beneficial for urban men, and paid employment is most beneficial for rural men. •Productive activities are associated with reduced risk of cognitive decline.•This association varies by activity type, gender and urban/rural residence.•Caring for grandchildren and volunteering is more beneficial for urban women.•Informal helping is more beneficial for urban men.•Employment is more beneficial for rural men.