The field of cognitive epidemiology studies the prospective associations between cognitive abilities and health outcomes. We review research in this field over the past decade and describe how our understanding of the association between intelligence and all-cause mortality has consolidated with the appearance of new, population-scale data. To try to understand the association better, we discuss how intelligence relates to specific causes of death, diseases/diagnoses and biomarkers of health through the adult life course. We examine the extent to which mortality and health associations with intelligence might be attributable to people's differences in education, other indicators of socioeconomic status, health literacy and adult environments and behaviours. Finally, we discuss whether genetic data provide new tools to understand parts of the intelligence-health associations. Social epidemiologists, differential psychologists and behavioural and statistical geneticists, among others, contribute to cognitive epidemiology; advances will occur by building on a common cross-disciplinary knowledge base.