In decision making, the cognitive fuzzy set (CFS) is a useful tool in expressing experts' complex assessments of alternatives. The distance of CFS, which plays an important role in decision analyses, is necessary when the CFS is applied in solving practical issues. However, as far as we know, the studies on the distance of CFS are few, and the current Minkowski distance of CFS ignores the hesitancy degree of CFS, which might cause errors. To fill the gap of the studies on the distance of CFS, because of the practicality of the Hausdorff distance, this paper proposes the improved cognitive fuzzy Minkowski (CF-IM) distance and the cognitive fuzzy Hausdorff (CF-H) distance to enrich the studies on the distance of CFS. It is found that the anti-perturbation ability of the CF-H distance is stronger than that of the CF-IM distance, but the information utilization of the CF-IM distance is higher than that of the CF-H distance. To balance the anti-perturbation ability and information utilization of the CF-IM distance and CF-H distance, the cognitive fuzzy combined (CF-C) distance is proposed by establishing the linear combination of the CF-IM distance and CF-H distance. Based on the CF-C distance, a combined-distanced-based score function of CFS is proposed to compare CFSs. The proposed score function is employed in lung cancer pain evaluation issues. The sensitivity and comparison analyses demonstrate the reliability and advantages of the proposed methods.