We investigated the associations of the measures of arterial health with cognition in adolescents and whether physical activity (PA) or sedentary time (ST) confounds these associations. One hundred sixteen adolescents (71 boys) aged 15.9 ± 0.4 participated in the study. PA and ST were assessed using a combined accelerometer/heart rate monitor. Overall cognition was computed from the results of psychomotor function, attention, working memory, and paired-associate learning tests. Pulse wave velocity was measured by impedance cardiography, carotid intima-media thickness, and carotid artery distensibility by carotid ultrasonography. Systolic and diastolic blood pressure (SBP and DBP) were measured using an aneroid sphygmomanometer. SBP was inversely associated with overall cognition (standardized regression coefficient [β] = -0.216, 95% confidence interval (CI) -0.406 to -0.027, p = 0.025). Pulse wave velocity (β = -0.199, 95% CI -0.382 to -0.017, p = 0.033) was inversely associated with working memory task accuracy. SBP was directly associated with reaction time in the attention (β = 0.256, 95% CI 0.069 to 0.443, p = 0.008) and errors in the paired-associate learning tasks (β = 0.308, 95% CI 0.126 to 0.489, p = 0.001). Blood pressure was inversely associated with overall cognition. PA or ST did not confound the associations. Results suggest that preventing high blood pressure is important for promoting cognition in adolescents.