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Impaired executive functions (EF) have been found within various mental disorders (e.g., attention deficit hyperactivity disorder, autism spectrum disorder, schizophrenia spectrum disorders) as described in DSM-5. However, although impaired EF has been observed within several categories of mental disorders, empirical research on direct relations between EF and broader dimension of psychopathology is still scarce. Therefore, in the current investigation we examined relations between three EF performance tasks and self-reported dimensions of psychopathology (i.e., the internalizing, externalizing, and thought disorder spectra) in a combined dataset of patients with a broad range of mental disorders (N = 440). Despite previously reported results that indicate impaired EF in several categories of mental disorders, in this study no direct relations were found between EF performance tasks and self-reported broader dimensions of psychopathology. These results indicate that relations between EF and psychopathology could be more complex and non-linear in nature. We evaluate the need for integration of EF and dimensional models of psychopathology and reflect on EF as a possible transdiagnostic factor of psychopathology.