The aim of this study was to investigate which psychological factors are related to post-stroke subjective cognitive complaints, taking into account the influence of demographic and stroke-related characteristics, cognitive deficits and emotional problems. In this cross-sectional study, 350 patients were assessed at 2 months post-stroke, using the Checklist for Cognitive and Emotional consequences following stroke (CLCE-24) to identify cognitive complaints. Psychological factors were: proactive coping, passive coping, self-efficacy, optimism, pessimism, extraversion, and neuroticism. Associations between CLCE-24 cognition score and psychological factors, emotional problems (depressive symptoms and anxiety), cognitive deficits, and demographic and stroke characteristics were examined using Spearman correlations and multiple regression analyses. Results showed that 2 months post-stroke, 270 patients (68.4%) reported at least one cognitive complaint. Age, sex, presence of recurrent stroke(s), comorbidity, cognitive deficits, depressive symptoms, anxiety, and all psychological factors were significantly associated with the CLCE-24 cognition score in bivariate analyses. Multiple regression analysis showed that psychological factors explained 34.7% of the variance of cognitive complaints independently, and 8.5% (p < .001) after taking all other factors into account. Of all psychological factors, proactive coping was independently associated with cognitive complaints (p < .001), showing that more proactive coping related to less cognitive complaints. Because cognitive complaints are common after stroke and are associated with psychological factors, it is important to focus on these factors in rehabilitation programmes.