Anxiety and irritability symptoms frequently co-occur in children with Attention-Deficit/Hyperactivity Disorder (ADHD). This study aims to investigate whether irritability and anxiety are uniquely associated with performance on measures of cognitive functioning in children with ADHD and whether these associations hold when accounting for confounding variables. Baseline data was used from a randomised controlled trial of cognitive behavioural therapy for anxiety in children with ADHD (N = 219, 8–13 years). Anxiety was assessed using the child- and parent-reported Spence Children’s Anxiety Scale, while irritability was assessed using the parent-reported Affective Reactivity Index. Children completed the National Institutes of Health Toolbox - Cognition Battery. Higher symptoms of anxiety were uniquely associated with performance on the Dimensional Card Change Sort Test (β = −2.75, confidence interval (CI) [−4.97, −.52], p = .02) and the List Sort Working Memory Test (β = −2.57, CI [−4.43, −.70], p = .01), while higher symptoms of irritability were negatively associated with Picture Vocabulary Test (β = −2.00, CI [−3.83, −.16], p = .03). These associations did not survive correction for multiple comparisons. There was little evidence of an association between anxiety or irritability symptoms and cognitive functioning. Frequent co-occurrence of anxiety and irritability suggests clinicians working with children with ADHD should assess co-morbid symptom profiles to inform the provision of optimum care.