Abstract Objective Fatigue, anxiety, depression, and stress (FADS) may co-exist with neurocognitive complaints (NC) of “brain fog” reported beyond the acute phase of COVID-19. FADS have been implicated in NC in other conditions. This study aims to elucidate the relationship between FADS and NC following COVID-19 and speak to the relationship between NC and time since acute illness. Moreover, given disproportionately higher rates of COVID-19 amongst people of the global majority (PGM), this study highlights differences between PGM and non-PGM participants in these trends. It is expected that FADS will correlate with NC and vary according to PGM-affiliation. Method Sixty-six participants with a history of COVID-19 within the past eight months (22 PGM, 44 non-PGM) completed the Everyday Cognition Scale (modified scale of NC), the Depression Anxiety Stress Scales, and the Multidimensional Fatigue Inventory. Results In PGM participants, significant Pearson correlations were observed between NCs and fatigue (r = 0.57, p = 0.009), anxiety (r = 0.87, p < 0.001), depression (r = 0.70, p < 0.001), and stress (r = 0.68, p = 0.001). Non-PGM NCs were also associated with anxiety (r = 0.53, p < 0.001), depression (r = 0.59, p < 0.001), and stress (r = 0.27, p = 0.007), but not fatigue. The relationship between subjective neurocognitive concerns and time since acute illness was not significant for either group. Conclusions FADS relates to NC across PGM and non-PGM groups. Neuropsychologists evaluating patients presenting with subjective cognitive complaints following COVID-19 should assess for FADS in their comprehensive evaluations. Targeting interventions for FADS (as applicable) may yield a decline in NC.