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The heterogeneous and multi-factorial nature of dementia requires the consideration of all health aspects when predicting the risk of its development and planning strategies for its prevention. This systematic review of reviews provides a comprehensive synthesis of those factors associated with cognition in the context of dementia, identifying the role of social aspects and evidencing knowledge gaps in this area of research. Systematic reviews and meta-analyses from 2009–2021 were searched for within Medline, PsycINFO, CINAHL Complete, Cochrane, and Epistemonikos. Reviewers independently screened, reviewed, and assessed the records, following the PRISMA-2020 guidelines. From 314 included studies, 624 cognitive-related factors were identified, most of them risk factors (61.2%), mainly belonging to the group of ‘somatic comorbidities’ (cardiovascular disease and diabetes) and ‘genetic predispositions’. The protective factors (20%) were mainly related to lifestyle, pointing to the Mediterranean diet, regular physical activity, and cognitively stimulating activities. Social factors constituted 9.6% of all identified factors. Research on biological and medical factors dominates the reviewed literature. Greater social support and frequent contact may confer some protection against cognitive decline and dementia by delaying its onset or reducing the overall risk; however, overall, our findings are inconsistent. Further research is needed in the fields of lifestyle, psychology, social health, and the protective factors against cognitive decline and dementia.