This study examined independent contributions of executive functioning (EF), state regulation (SR), and social risk factors to symptom dimensions of attention deficit hyperactivity disorder (ADHD) in two cohorts, which included 221 Norwegian children and 294 Finnish adolescents. Independent contributions of EF and SR were shown in the Norwegian cohort and EF contributed independently in the Finnish cohort. When controlling for each symptom dimension, cognitive functioning and social risk factors were differentially associated with inattention and hyperactivity/impulsivity symptoms. The results show the need to include both social risk factors and cognitive functioning to obtain a better understanding of ADHD symptoms.