This study aimed to examine the association of social engagement (SE) and changes in SE with the risk of dementia among older adults in China. Data were collected from the 2002, 2005, 2008/2009, and 2011/2012 waves of the Chinese Longitudinal Healthy Longevity Survey (CLHLS). Random-effects logistic regression models were used to examine the association of SE and changes in SE with the risk of dementia. Of the 7511 older Chinese adults aged 65 years and over, 338 developed dementia during the 9-year follow-up. SE was associated with dementia risk after adjusting for sociodemographic characteristics, lifestyles and health status (odds ratio (OR) = 0.71, 95% confidence interval (CI) = 0.63-0.81). Participants with consistently high or increased SE had a lower risk of dementia than those with consistently low SE ((OR = 0.14, 95% CI = 0.06-0.28 and OR = 0.33, 95% CI = 0.23-0.48, respectively). Higher SE can reduce the risk of dementia. Furthermore, consistently high or increasing SE is associated with a lower risk of dementia.