The role of subjective sleep quality in cognitive performance has gained increasing attention in recent decades. In this paper, our aim was to test the relationship between subjective sleep quality and a wide range of cognitive functions in a healthy young adult sample combined across three studies. Sleep quality was assessed by the Pittsburgh Sleep Quality Index, the Athens Insomnia Scale, and a sleep diary to capture general subjective sleep quality, and the Groningen Sleep Quality Scale to capture prior night’s sleep quality. Within cognitive functions, we tested working memory, executive functions, and several sub-processes of procedural learning. To provide more reliable results, we included robust frequentist as well as Bayesian statistical analyses. Unequivocally across all analyses, we showed that there is no association between subjective sleep quality and cognitive performance in the domains of working memory, executive functions and procedural learning in healthy young adults. Our paper can contribute to a deeper understanding of subjective sleep quality and its measures, and we discuss various factors that may affect whether associations can be observed between subjective sleep quality and cognitive performance.