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Frailty and cognitive frailty are important issues in geriatric medicine that exert substantial socioeconomic burdens on healthcare systems. The aim of this study was to examine the association of frailty and cognitive frailty with risk factors across multiple domains and identify the important risk factors for frailty and cognitive frailty. The participants of this cross-sectional study were recruited from the Department of Gerontology at the Fifth Affiliated Hospital of Sun Yat-sen University from August 2023 to April 2024. Frailty, cognitive function, anxiety, depression, sleep quality, nutritional status, and activities of daily living (ADL) were evaluated using the FRAIL scale, the Montreal Cognitive Assessment (MoCA), the Hamilton Anxiety Scale (HAMA), the Hamilton Depression Rating Scale (HAMD), the Pittsburgh Sleep Quality Index (PSQI), the Nutrition Risk Screening (NRS)-2002, and the Barthel Index, respectively. Fazekas score was assessed using the Brain 3 T MRI scanner. Multiple logistic and linear regression analyses were employed to investigate the factors associated with frailty and cognitive frailty. A total of 764 participants (441 women, 323 men; age: mean ± SD: 66.32 ± 9.82 years) were studied. Frailty score was significantly associated with ADL (β = -0.296, P < 0.001), polypharmacy (β = 0.198, P < 0.001), comorbidities (β = 0.250, P < 0.001), HAMD (β = 0.152, P = 0.007), HAMA (β = 0.149, P = 0.006), and Fazekas scores (β = 0.110, P = 0.008) after controlling confounding factors. Multiple logistic regression showed a strong association of cognitive frailty with polypharmacy (OR = 5.393, 95% CI: 1.359–21.404), Fazekas score (OR = 3.591, 95% CI: 1.525–8.459), HAMD (OR = 1.287, 95% CI: 1.080–1.535), and ADL (OR = 0.931, 95% CI: 0.885–0.979). These findings suggest that various factors contribute to frailty and cognitive frailty. While causal inference requires further validation, the strong and consistent association we observed has several immediate practical implications.