A large-scale review from scientists at Peking University in Beijing reviewed 38 different studies looking at what pastimes are most beneficial.
The data included more than two million people and found that leisure activities were effective at protecting against the disease, lowering the risk by 17 per cent, but some hobbies were found to be better than others.
Mental activity - which includes reading, writing, watching television, listening to the radio and playing a musical instrument - was found to slash the risk by 23 per cent.
In contrast, physical activity, including walking, running, swimming, dancing and yoga, lowered risk by just 17 per cent.
However, this was still better than people whose leisure time was spent doing social activities like visiting friends, going to church or volunteering, as this saw risk drop by just 7 per cent.
The researchers say this is the first time social activity has been scrutinised for its ability to protect against dementia, and the researchers call for more work to look into the link, "especially in the context of Covid-19 pandemic and quarantine strategy".
"This meta-analysis suggests that being active has benefits, and there are plenty of activities that are easy to incorporate into daily life that may be beneficial to the brain," said study author Dr Lin Lu of Peking University.
"Our research found that leisure activities may reduce the risk of dementia. Future studies should include larger sample sizes and longer follow-up time to reveal more links between leisure activities and dementia."
Dr Sara Imarisio, head of research at Alzheimer's Research UK, said: "Keeping our brains healthy as we age can help stave off diseases like Alzheimer's, which physically attack brain cells, tearing away at the very essence of who we are.
"There isn't any conclusive evidence for particular brain training programmes or activities that are especially good for staying sharp, but activities that are mentally challenging, sociable and also enjoyable are likely to be better for the brain than spending time alone or engaged in passive hobbies.
"Loving your heart, staying sharp and keeping connected with other people are three easy-to-follow rules to help keep your brain healthy as you age."
The findings are published in the journal Neurology.