This study examined how psychological factors influenced cognitive frailty (CF) transition at 7 years follow-up among Malaysians \(\ge\) 55 years at recruitment in 2013. Data from 554 participants, aged (mean ± SD) = 76.03 ± 13.3 years, 56.9% female were included. Frailty was assessed through the Cardiovascular Health Index and Fatigue, Resistance, Ambulation, Illness and Loss of Weight scale at baseline and follow-up respectively. Presence of one or two symptoms were considered prefrail; three or more were categorised as frail. Mild Cognitive Impairment (MCI) was defined as Montreal Cognitive Assessment score of 22 at baseline, and 18 for the blind version administered at follow-up. CF (i.e. frailty and MCI) was present among 6 (1.1%) participants at baseline and 16 (2.8%) at follow-up. 93 (16.8%) experienced improvement and 461 (83.2%) had worsening in CF status over 7 years. The 21-item Depression, Anxiety and Stress Scale scores was associated with CF frailty transition. Improvement in CF status was observed among 92 (100%), 88 (97%) and 91 (100%) of those with normal to mild symptoms of depression, anxiety and stress respectively. Increased anxiety was found to be significantly associated with worsening transition over the 7 years period (odds ratio [95% CI] 3.38 [1.03, 11.10)]. Psychological status represents a potentially modifiable risk factor for progression within the CF continuum.