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Simple Summary: About half of young adults (YAs) who have had cancer experience changes in their ability to think, concentrate, and remember; however, these cognitive changes are subtle, difficult to measure, and often dismissed as attributable to anxiety or depression. We suspect that cognitive and mental health changes during and after cancer treatment may be linked by underlying physical and psychological changes. We interviewed 20 YA cancer survivors about their experiences with cognitive and mental health changes during and after cancer treatment. Participants described feeling depression after diagnosis; feeling anxious during treatment, interfering with their ability to think; experiencing cognitive and mental health challenges that exacerbated one another; and feeling frustrated and self-critical about having continued difficulties with cognitive function after treatment. Because YA cancer survivors describe cognitive and mental health as being closely linked, there is potential for psychological interventions to improve both symptoms. Background/Objectives: Cancer-related cognitive impairment (CRCI) is common and distressing for young adult (YA) cancer survivors; however, subjective CRCI is often attributed to psychological distress rather than true cognitive change. Thus, we aimed to generate hypotheses regarding potential common biobehavioral mechanisms of CRCI and psychological distress. Methods: We conducted semi-structured interviews with YA cancer survivors in peak years for frontal neurocognitive development (ages 18–30), and we asked them to describe their experiences with cognitive and mental health changes during and after treatment for their cancer. An applied thematic analysis was used to identify themes. Results: The participants were 20 YA cancer survivors who were, on average, 23 years old at diagnosis and 26 years old when interviewed. Five themes emerged regarding the connection between cognitive and mental health: depressed mood after diagnosis that decreased mental engagement, cancer-related anxiety consumed cognitive resources during treatment, a bidirectional "downward spiral" during treatment, frustration with forgetfulness, and self-criticism about long-term cognitive limitations. Additionally, participants described receiving minimal information about evidence-based strategies for managing CRCI. Conclusions: Future research is needed to examine common neurological mechanisms among symptoms of depression, anxiety, and CRCI and to address gaps in survivorship care for YA survivors with CRCI. Cognitive–behavioral interventions may address both cognitive and mental health. [ABSTRACT FROM AUTHOR]