Introduction: The aims were to examine if the total and item scores on the Montreal Cognitive Assessment (MoCA) and the Mini-Mental State Examination (MMSE) and self-reported memory problems differed between older women and men, and if self-reported memory problems were associated with scores on the 2 tests. Methods: We included 309 home-dwelling people aged 70 years and older, 155 women, mean age 75.6 (SD 4.1) years, and 154 men, mean age 76.0 (SD 4.6) years. They were examined with MoCA and MMSE, and they answered 2 questions: “have you experienced any memory problems” and “have you experienced significant memory problems the last 5 years?” Results: The participants scored significantly higher on the MMSE (women 28.0 [1.8], men 28.4 [1.4]) than on MoCA (women 24.6 [3.3], men 24.3 [3.1]). Spearman’s rho was 0.36 between the tests. Women scored significantly higher than men on delayed recall of MoCA (3.0 [1.6] vs. 2.4 [1.6]), whereas men scored significantly higher on visuoconstruction (3.8 [1.2] vs. 3.5 [1.0]) and serial subtraction on MoCA (2.7 [0.6] vs. 2.5 [0.8]) and serial sevens on MMSE (4.5 [0.8] vs. 4.1 [1.1]). Multivariate linear regression analyses revealed that female sex, younger age, and higher education were associated with a higher score on MoCA, whereas age and education were associated with a higher score on MMSE. About half of the participants (no sex difference) had experienced significant memory problems the last 5 years, and they had significantly lower scores on both tests. Conclusions: The MoCA score was associated with sex, age, and education, whereas sex did not influence the MMSE score. The question “have you experienced significant memory problems the last 5 years?” may be useful to evaluate older people’s cognition.