Cognitive consequences of hormonal contraceptives (HCs) are largely underexplored, despite the popularity of use. This study investigates the association between perseverance during cognitively challenging tasks and the use of HCs among Danish women. We hypothesised that women using HCs show decreased perseverance across tasks compared to their naturally cycling counterparts. We further hypothesised that HC using women would show decreased performance as a measure of accuracy (i.e. more incorrect answers) compared to naturally cycling women. The study used a cross-sectional repeated measures design, consisting of a Danish version of the Anagram Persistence Task and the Hagen Matrices Test, followed by an extensive survey documenting menstrual and HC history for each participant. The study was conducted online. Data processing was conducted on data from 129 participants. The former hypothesis was analysed through multilevel regression with a nested random effects structure on log-transformed data. The latter hypothesis was analysed through a multilevel generalised linear model with a nested random effects structure using the binomial family. No support was found for either of the hypotheses.