BACKGROUND: The current study examined the associations between active commuting to school, cognitive performance, and academic achievement in Dutch adolescents. In addition, it was explored whether these associations were moderated by sex and mediated by depressive symptoms. METHODS: Students in grades 7 and 9 (N = 270; mean age 13.4 years; 53% boys) were included. Active commuting to school was measured objectively by an ActivPAL3 accelerometer. Cognitive performance was measured by the d2 Test of attention (key components of executive functioning) and the Symbol Digit Modalities Test (information-processing speed). Academic achievement was determined by the mean of the school grades obtained in Dutch, mathematics and English. Depressive symptoms were self-reported. RESULTS: Active commuting to school constituted 28% of the total amount of time spent moving per week. Active commuting to school was not significantly associated with cognitive performance and academic achievement, overall. However, active commuting to school was positively associated with performance on the d2 Test of attention in girls (beta = .17, p = .037), but not in boys (beta = -.03, p = .660). The associations were not mediated by depressive symptoms. CONCLUSIONS: The associations between active commuting to school and cognitive performance and academic achievement are weak and might be moderated by sex, while the greatest benefits on cognition due to active commuting to school might be with regard to executive functioning. Future studies might make use of experimental designs, because causal relations between active commuting to school and cognitive performance or academic achievement would provide important implications for both education and public health.