The procedure, which triggers a 'surgical menopause', is most often carried out on younger women because of cancer. It usually accompanies removal of the womb, known as a hysterectomy, the 'Daily Mail' reported.
Scientists studied 1,837 women aged between 53 and 100, a third of whom had experienced a surgical menopause.
The women were given tests to measure thinking skills and memory. These showed that having a surgical menopause at an earlier age was associated with faster declines in thinking ability and certain kinds of memory.
Long-term memory relating to concepts and ideas and episodic memory of events were both affected.
Lead scientist Dr Riley Bove, from Harvard Medical School in Boston, said the results suggested a potential benefit from hormone replacement therapy.
This is because the hormone oestrogen, produced by the ovaries, is thought to have a protective effect on cognitive function.
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"While we found a link between surgical menopause and thinking and memory decline, women on longer hormone replacement therapies had slower declines," said study author Riley Bove, with Harvard Medical School in Boston and a member of the American Academy of Neurology.
"Since hormone replacement therapy is widely available, our research raises questions as to whether these therapies have a protective effect against cognitive decline and whether women who experience early surgical menopause should be taking hormone replacement therapies afterward," Bove said.
A significant association was also seen between age at surgical menopause and the brain deposits linked to Alzheimer's disease.
Previous research published in the journal Neurology found that women who had one or both ovaries removed before menopause were nearly twice as likely to develop cognitive problems or dementia compared with women who did not have the surgery.
Many of the women involved in the dementia study were also included in a larger study that found women who had two ovaries removed before menopause or had one or both ovaries removed before age 42 were nearly two times more likely to develop Parkinson's, a syndrome involving tremors, muscle rigidity and slowness of movements.