The study followed 400 adult patients with acute pulmonary embolism and 91 healthy controls from 2018–2024 at a single hospital in Shanghai. They assessed cognitive function using the MoCA and MMSE scales and found that patients after pulmonary embolism had significantly lower overall scores, especially in orientation, attention/calculation, visuospatial skills, and delayed information retrieval. Patients at high risk and with recurrent embolism had even lower MoCA and MMSE scores (p < 0.05). Kaplan-Meier analysis showed that lower cognitive scores were associated with higher recurrence rates and higher risk stratification of pulmonary embolism. ROC curve analysis indicated that the combination of MMSE < 27.5 and MoCA < 25.5 cut-offs significantly improves the prediction of pulmonary embolism. The authors conclude that a significant decrease in MMSE and MoCA scores is associated with a more frequent occurrence of pulmonary embolism and a worse prognosis, and emphasize the need for early screening of cognitive functions and cognitive rehabilitation in this group of patients.