Background There is considerable evidence that aspects of cognitive function, especially executive function, are associated with antisocial behaviour and violence, but most research to date has measured current cognition and previous criminal behaviour. Furthermore, this research has been conducted almost exclusively with male offenders. Aim The aim of this study is to examine relationships between a wide range of cognitive functions and behaviours among women in prison. Our hypotheses were that cognitive functioning would be associated with both more‐or‐less contemporaneously observed behaviour problems and self‐rated adjustment to the environment. Method Forty‐five drug‐free imprisoned female offenders were individually assessed on a battery of cognitive measures. Prison staff rated their behaviour on the Prison Behaviour Rating Scale and the women rated their own sense of adjustment to the environment on the Prison Adjustment Questionnaire. Results Stepwise hierarchical regressions indicated that attention was independently associated with behaviours reflecting tension, depression, isolation, fear, victimisation and worry, whereas processing speed was independently associated with behaviours reflecting lack of energy, mental slowness and lack of awareness of the surrounding environment and total Prison Adjustment Questionnaire score. There was no relationship between cognitive functioning and subjective perception of adjustment to prison. Conclusions and Implications for Practice and Future Research Results indicate that cognition contributes to some of the behavioural problems displayed by inmates in the prison context. Future studies should evaluate the role of programmes to improve cognitive processes in also improving prison behaviour and also test for continuities and discontinuities with post‐release integrative success. Copyright © 2014 John Wiley & Sons, Ltd.