The present study further explored the phenomenon of "diagnosis threat" (Suhr & Gunstad, 2002), by examining the potential explanatory roles of anxiety, effort, and depression. Individuals with mild head injury history were randomly assigned to receive either neutral instructions (controls, N = 25) or to have attention called to their head injury history as a reason for invitation into the study (diagnosis threat, N = 28). Depression was measured at baseline. Following the neuropsychological battery, ratings of effort, test pressure, and state anxiety were completed. The diagnosis threat group performed worse than controls on attention/working memory, psychomotor speed, and memory tasks, but not on measures of executive functioning, post-test anxiety, or effort. Effort, anxiety and depression were not related to cognitive performance, nor did depression interact with expectations in explaining group differences in performance. Results provide further support for the "diagnosis threat" effect, but offer no support for effort, anxiety, or depression explanations for diminished performance.