Background Sex differences in post-stroke cognitive decline have not been systematically evaluated in a nationally representative cohort. We use a quasi-experimental design to investigate sex differences in rate of post-stroke cognitive decline. Methods Utilizing the event study design, we use the Health and Retirement Study (HRS) data (1996–2016) to evaluate the differences (percentage points [95% Confidence interval]) in the rate of change in cognitive function, measured using the modified version of the Telephone Interview for Cognitive Status (TICS-m) score, before and after incident stroke, and among patients with and without incident stroke. We estimated this event study model for the overall study population and separately fit the same model for male and female participants. Results Of 25,872 HRS participants included in our study, 14,459 (55.9%) were females with an overall mean age (SD) of 61.2 (9.3) years. Overall, 2,911 (11.3%) participants reported experiencing incident stroke. Participants with incident stroke (vs. no stroke) had lower baseline TICS-m score (15.6 vs. 16.1). Among participants with incident stroke, the mean pre-stroke TICS-m score was higher than the mean post-stroke TICS-m score (14.9 vs. 12.7). Event study revealed a significant short-term acceleration of cognitive decline for the overall population (4.2 [1.7–6.6] percentage points, p value = 0.001) and among female participants (5.0 [1.7–8.3] percentage points, p value = 0.003). We, however, found no evidence of long-term acceleration of cognitive decline after stroke. Moreover, among males, incident stroke was not associated with significant changes in rate of post-stroke cognitive decline. Conclusion Females, in contrast to males, experience post-stroke cognitive deficits, particularly during early post-stroke period. Identifying the sex-specific stroke characteristics contributing to differences in post stroke cognitive decline may inform future strategies for reducing the burden of post-stroke cognitive impairment and dementia.