HIV-associated mortality has improved with the advent of antiretroviral therapy, yet neurocognitive decline persists. We assessed the association between psychosocial risk factors and cognitive function among Malaysian PLWH. Data of virally suppressed PLWH (n = 331) on stable ART, from the Malaysian HIV and Aging study was assessed. Psychosocial factors were assessed using the Lubben Social Network Scale-6 (social isolation) and Depression Anxiety Stress Scale-21 (DASS-21). The Montreal Cognitive Assessment (MoCA) with normative standards for the Malaysian population was used to determine cognitive function. Linear and logistic regression were used to assess the associations between cognition, and psychosocial risk factors. Median age of participants was 43.8 years (IQR 37.7-51.0). Participants were predominantly male (82.8%), with secondary education or higher (85.2%). Participants were on ART for 5.7 years (IQR 3.0-9.7), with a mean MoCA score of 24.6 (±3.7). Social isolation was found in 34.6% of participants, and severe depression, severe stress, and severe anxiety in 10.6%, 15.4%, and 6.0% respectively. After adjusting for demographic, clinical, and HIV parameters, MoCA scores were significantly associated with severe stress (β = -0.11, p = 0.02) and having marginal friendship ties (β = -0.13, p = 0.03). Social isolation and severe stress are associated with neurocognitive impairment in PLWH.