Objective: The physical and mental health of intersex individuals is woefully understudied. A recent survey of intersex individuals found high rates of self-reported cognitive issues such as difficulty remembering and concentrating as well as high rates of mental health issues, such as depression and anxiety. Method: The current study explores whether cognitive differences are observed between 353 intersex and over 400,000 non-intersex people using a latent model of cognitive tasks derived from measures in the UK (United Kingdom) Biobank study. Results: There were no differences in intelligence between intersex people and non-intersex people. We found significantly lower executive function and processing speed in intersex individuals versus non-intersex individuals. However, after accounting for mental health differences via regression and case-control matching, there were no significant differences in executive function or processing speed between intersex individuals and non-intersex individuals. Conclusion: Mental health differences between intersex and non-intersex individuals may account for differences in cognitive factor scores.