Orexins/hypocretins are neuropeptides implicated in numerous processes, including food intake and cognition. The role of these peptides in the psychopathology of anorexia nervosa (AN) remains poorly understood. The aim of the current study was to evaluate the associations between plasma orexin-A (OXA) concentrations and neuropsychological functioning in adult women with AN, and a matched control group. Fasting plasma OXA concentrations were taken in 51 females with AN and in 51 matched healthy controls. Set-shifting was assessed using the Wisconsin Card Sorting Test (WCST), whereas decision making was measured using the Iowa Gambling Task (IGT). The AN group exhibited lower plasma OXA levels than the HC group. Lower mean scores were obtained on the IGT in AN patients. WCST perseverative errors were significantly higher in the AN group compared to HC. In both the AN and HC group, OXA levels were negatively correlated with WCST non-perseverative errors. Reduced plasma OXA concentrations were found to be associated with set-shifting impairments in AN. Taking into consideration the function of orexins in promoting arousal and cognitive flexibility, future studies should explore whether orexin partly underpins the cognitive impairments found in AN.