Smoke from forest fires can reach hazardous levels for extended periods of time. We aimed to determine if there is an association between particulate matter ≤2.5 µm in aerodynamic diameter (PM_2.5) and living in a forest fire–prone province and cognitive function. We used data from the Indonesian Family and Life Survey. Cognitive function was assessed by the Ravens Colored Progressive Matrices (RCPM). We used regression models to estimate associations between PM_2.5 and living in a forest fire–prone province and cognitive function. In multivariable models, we found very small positive relationships between PM_2.5 levels and RCPM scores (PM_2.5 level at year of survey: β = 0.1%; 95% confidence interval (CI) [0.01, 0.19%]). There were no differences in RCPM scores for children living in forest fire–prone provinces compared with children living in non-forest fire–prone provinces (mean difference = −1.16%, 95% CI [–2.53, 0.21]). RCPM scores were lower for children who had lived in a forest fire–prone province all their lives compared with children who lived in a non-forest fire–prone province all their life (β = −1.50%; 95% CI [–2.94, –0.07]). Living in a forest fire–prone province for a prolonged period of time negatively affected cognitive scores after adjusting for individual factors.