This cross-sectional study aimed to determine the prevalence of the co-occurrence of physical frailty and cognitive impairment and to identify its associated demographic, psychosocial and behavioural factors. Participants were recruited from 32 neighbourhoods using multistage sampling method in Xuhui District, Shanghai, China. A total of 1585 older adults were included who lived in community, were 75 years or older and without a clinical diagnosis of dementia. Based on the presences of frailty (using the modified frailty phenotype criteria) and/or cognitive impairment (using Chinese version Mini-Mental Status Examination stratified by educational level), the participants were classified into four groups: normal, cognitive impairment alone, frailty alone and co-occurrence. Multinomial logistic regression analyses were conducted to identify the demographic, psychosocial (depression, social participation and social support) and behavioural (sedentary lifestyle and sleep problems) characteristics associated with the co-occurrence of physical frailty and cognitive impairment. The prevalence of frailty alone, cognitive impairment alone and the co-occurrence of physical frailty and cognitive impairment in the study sample were 7%, 26.94% and 7.19% respectively. The results of multinomial logistic regression show the following characteristics significantly associated with the co-occurrence of physical frailty