Growing evidence suggests that abnormal diurnal blood pressure rhythms may be associated with many adverse health outcomes including increased risk of cognitive impairment and dementia. This study evaluates methodological aspects of research on bidirectional associations between ambulatory blood pressure monitoring (ABPM) patterns and cognitive function. By examining the 28 recent studies included in a recent systematic review on association between ABPM patterns with cognitive function and risk of dementia, our review revealed several significant limitations in the current studies of ABPM and cognition in terms of study design, sample characteristics, ABPM protocol, cognitive assessment, and data analysis. The major concerns include lack of diversity in study populations with underrepresentation of Blacks and Latinos, a predominant focus on Alzheimer's disease or all-cause dementia without distinguishing other dementia subtypes, different and not standardized measures of cognition or dementia, the prevalent use of 24-hour monitoring without considering the adaption effect, inconsistent definitions of dipping status, and ignorance of individual differences in timings of daily activities such as bed and awakening times. In addition, confounding variables such as class, dose, and timing of antihypertensive medication are inadequately controlled or considered. Additionally, longitudinal studies were scarce examining the bidirectional relationship between ABPM patterns and cognitive decline over time. Collectively, these deficiencies undermine the reliability and generalizability of current findings. Addressing these methodological challenges is crucial for more comprehensive understanding of diurnal blood pressure rhythms in diverse populations and for developing an evidence-based guideline of ambulatory monitoring and control of blood pressure across the sleep-wake cycle to prevent cognitive decline and dementia.