Background: Patients with stress-related mental disorders often report cognitive impairment, but studies investigating objective cognitive impairment in patients with stress-related disorders have produced inconsistent findings. Aim: The primary aim of this study was to investigate objective cognitive functioning in patients diagnosed with the stress-related disorders adjustment disorder or exhaustion disorder, compared to a healthy normative group. Secondary aims were to conduct subgroup analyses of cognitive functioning between the diagnostic groups and explore associations between self-reported symptoms and cognitive functioning. Methods: Cognitive test results on a digitally self-administered cognitive test battery from 266 patients (adjustment disorder, n = 131; exhaustion disorder, n = 135) were cross-sectionally compared with results from a healthy normative group (N = 184 to 692) using one-tailed t-tests. ANOVAs were conducted for subgroup analyses, and regression analyses for associations between self-reported symptoms and cognitive functioning. Effect sizes were calculated. Results: Patients performed significantly worse than the normative group on all measures with small to moderate effect sizes ranging from d =-.13 to-.57. Those diagnosed with exhaustion disorder performed worse than norms on more measures than did patients with adjustment disorder, but no significant differences between diagnostic groups were found on any measure. Self-reported memory impairment was weakly associated with one of two memory measures. No clear associations between self-reported burnout symptoms and objective cognitive functioning were found. Conclusions: This study adds to the literature indicative of small to moderate objective cognitive impairments in patients diagnosed with stress-related mental disorders. Further exploration into mechanisms of cognitive functioning in different populations is needed for development of theoretical models that may explain the weak correlation between self-reported symptoms and objective measures.