Diets high in saturated fat promote brain dysfunction including neuroinflammation, central oxidative stress, insulin resistance, and gliosis, contributing to cognitive decline. Fibroblast growth factor 21 (FGF21) is a stress-response hormone elevated in response to high-fat diets (HFD) and obesity. Administration of FGF21 provides extensive neuroprotection, including restoring brain health and improving cognitive performance in primarily male preclinical models. However, the sex-dependent role of endogenous FGF21 in protecting the brain against an HFD or obesity remains unexplored. The goal of this work was to perform a comprehensive evaluation of the neurobiological role of endogenous FGF21 in protecting against HFD- and obesity-induced cognitive impairments and brain dysfunction in both sexes. Moreover, this work examined the neuroprotective effects of FGF21 in vitro. To achieve this, four to seven-week-old male and female wild-type (WT) and FGF21 knockout (Fgf21-/-) mice followed a standard chow diet (13.6% fat-derived kcal) or HFD (60% fat-derived kcal) for nine weeks. Cognition was assessed using novel object recognition test, Barnes maze, and fear conditioning. Brain dysfunction and FGF21 signaling were measured in the brain and hippocampus. In vitro studies evaluated an FGF21 analog (LY2405319) in a neuroblastoma cell line (N2A) under high-fat and proinflammatory conditions. Endogenous FGF21 did not protect against deficits in novel object recognition in either sex but was essential for efficiently performing this task. FGF21 did not protect against impairments in the Barnes maze performance of males, whereas HFD feeding improved the performance of females independent of FGF21. Fear conditioning was unaltered by the HFD independent of sex, but performances favored Fgf21-/- mice in both sexes. FGF21 did not inherently protect against central oxidative stress or microgliosis in males, rather endogenous FGF21 was involved in the pathogenesis of short-term HFD- and obesity-induced brain dysfunction and cognitive decline by promoting visceral adiposity. In vitro, FGF21 enhanced insulin receptor sensitivity, attenuated neuroinflammation, and increased antioxidant gene expression. In conclusion, endogenous FGF21 does not protect against short-term HFD- and obesity-induced brain dysfunction or cognitive decline in mice, yet pharmacologic FGF21 remains a promising therapeutic to combat HFD- and obesity-associated neuroinflammation.