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Abstract Purpose Menopause occurring before the age of 40 is premature and between 40 and 44 years age is early, since the natural age of menopause lies between 45 and 50. The endocrine changes that come with menopause include an erratic decline in estrogen levels which affects the brain. Thus, leading to changes in cognitive function in the longer term due to the menopausal transition. The study aims to explore the effect of premature and early menopause on cognitive health, and psychosocial well-being. The moderated multiple mediation hypothesis of the study is that the effect of premature or early menopause is mediated by depression and insomnia, while all the pathways are moderated by smoking habits. Data and Methods The study utilized Longitudinal Aging Study in India (LASI), 2017–2018, Wave 1 data. The sample of 31,435 women were aged 45 and above and did not undergo hysterectomy. A moderated multiple mediation model was used to understand the association between premature or early menopause (X), insomnia (M1), depression (M2), moderator (W), and cognitive health (Y), while controlling for possible confounders. Results Premature menopause was negatively associated with cognition (β:-0.33; SE:0.12; p |