Abstract Aim Patients with diabetes differ in compliance to diabetes self-management which influences their long-term health. Psychological factors, namely depression and cognitive abilities, are associated with diabetes self-management behavior. The aim of the study was to identify independent association of particular cognitive functions with diabetes self-management. Methods In a cross sectional study 98 adults with type 2 diabetes attending Diabetes Outpatient Clinic were examined using the measures of diabetes self-management (Summary of Diabetes Self-Care Activities (SDSCA) measure), depression (Hamilton Depression Inventory (HDI)), diabetes distress (Problem Areas In Diabetes scale (PAID)), and the neuropsychological battery of tests for assessment of cognitive functions. Sociodemographic and diabetes-related data were collected. Univariate and multivariate regression analyses were used to identify and evaluate the predictors of diabetes self-management. Results Specific cognitive functions, namely immediate memory, visuospatial/constructional abilities, attention, and specific executive functions (planning and problem solving) were significantly associated with diabetes self-management. Among cognitive factors, planning and problem solving abilities were strongest predictors; furthermore, in a multivariate regression their association was independent from depression. Conclusions Specific cognitive abilities, particularly planning and problem solving, play an independent role in diabetes self-management behaviors. Assessing patients’ cognitive abilities may be of value for adjusting self-management education and treatment regimen.