Little research has examined how the link between discrimination and cognitive health varies by where people live. This study investigates how living in non-urban versus urban areas in different regions in the United States moderates the discrimination-cognitive health link among older non-Hispanic Blacks. Data are from the 2012 and 2014 waves of the Health and Retirement Study (HRS; N = 2,347). Regression analyses indicate that experiencing more everyday discrimination is significantly associated with lower episodic memory when living in urban areas. Among non-Hispanic Blacks, the discrimination-episodic memory link does not significantly vary across U.S. regional contexts. Findings highlight variation in the association between everyday discrimination and cognitive health by where older non-Hispanic Blacks live. Results suggest the importance of socio-environmental factors in shaping how stressful experiences such as discrimination are linked to cognitive health in later life.