Clinical criteria to recognize subjects with cognitive impairment in the pre-dementia stage are becoming available. These are frail subjects, at risk of adverse outcomes, such as death, institutionalization, and functional and cognitive deterioration. Early identification of these subjects has a great importance in order to start rehabilitative or pharmacological interventions that could slow the progression of cognitive impairment, and the onset of disability. In this regard, cognitive screening tests might be helpful in different clinical settings (general practice, acute care, rehabilitation, and nursing home). We describe the most frequent clinical presentations of cognitive impairment in the pre-dementia stage, and review eleven screening tests to provide recommendations on which should be preferred in each setting.