Background Cognitive impairment is a core feature of schizophrenia. Some evidence suggests an association between cognition deficits and gray matter reductions. In this study, we investigated the relationship between cognitive performance and gray matter volumes in patients with treatment-naïve, first-episode schizophrenia. Method First-episode patients with treatment-naïve schizophrenia and healthy controls went through brain imaging scan using high resolution magnetic resonance imaging. A neuropsychological battery including 8 neurocognitive tests was used to assess cognitive function. Voxel-based methods were used for volumetric measure in the brain. Results Fifty-one patients and 41 healthy controls were included in the analysis. Patients exhibited a poorer performance on all 7 cognitive function tests compared with healthy controls (ps<0.006). There were significant gray matter volume differences between the two groups in bilateral hippocampus gyri, right superior temporal gyrus, left fusiform gyrus and orbital inferior frontal gyri (FDR, ps<0.05). Within the schizophrenia group, multiple regression analysis demonstrated that poorer performance on the working memory, verbal learning and visual learning was associated with smaller hippocampal gray matter volume, and poorer executive function was associated with smaller left orbital inferior frontal gray matter volume after controlling for potential confounding variables (β≥0.420, ps≤0.010). Conclusions Our findings suggest that cognitive deficits are associated with hippocampal and orbital inferior frontal gray matter volume abnormalities in treatment-naïve, first-episode patients with schizophrenia.