Studies have shown impairments in cognitive function among adult patients with anorexia nervosa (AN) and affective disorders (AD). The association between cognitive dysfunctions, AN and AD as well as the specificity for these psychiatric diagnoses remains unclear. Therefore, we examined cognitive flexibility and processing speed in 47 female adolescent patients with AN, 21 female adolescent patients with unipolar affective disorders and 48 female healthy adolescents. All participants completed a neuropsychological test battery. There were no significant group differences regarding cognitive function, except for psychomotor processing speed with poorer performance in patients with AN. A further analysis revealed that all groups performed with the normal range, although patients with AN were over represented in the poorest performing quartile. We found no severe cognitive impairments in either patient group. Nevertheless, belonging to the AN group contributed significantly to poor performances in neuropsychological tasks. Therefore, we conclude that the risk for cognitive impairments is slightly higher for patients with AN. Copyright © 2015 John Wiley & Sons, Ltd and Eating Disorders Association.