Psychophysiological science proposes close interactions between cognitive processes and autonomic responses, yet the consequences of autonomic failure on cognitive functioning have not been documented. This pilot study investigates, for the first time, the cognitive profile of 14 patients with Pure Autonomic Failure (PAF). Each patient was administered a comprehensive battery of neuropsychological tests and neuroimaging investigation. A number of patients (n = 6) presented with cognitive impairment. The two most frequent types of impairment were: deficits of speed and attention, and executive functioning. Impairments of free recall memory, intellectual functioning, nominal and calculation functions were also documented, albeit in a much lower frequency. These cognitive changes were not always associated with white matter abnormalities. We speculate that the cognitive impairments associated with PAF represent consequences of systemic hypotension with cerebral underperfusion. However, a failure in integrated bodily arousal responses during cognitive behaviours may also contribute to some of the observed deficits.