Early social housing is known to benefit cognitive development in laboratory animals. Pre-weaned dairy calves are typically separated from their dam immediately after birth and housed alone, but no work to date has addressed the effect of individual housing on cognitive performance of these animals. The aim of this study was to determine the effects of individual versus social housing on two measures of cognitive performance: reversal learning and novel object recognition. Holstein calves were either housed individually in a standard calf pen (n = 8) or kept in pairs using a double pen (n = 10). Calves were tested twice daily in a Y-maze starting at 3 weeks of age. Calves were initially trained to discriminate two colours (black and white) until they reached a learning criterion of 80% correct over three consecutive sessions. Training stimuli were then reversed (i.e. the previously rewarded colour was now unrewarded, and vice-versa). Calves from the two treatments showed similar rates of learning in the initial discrimination task, but the individually housed calves showed poorer performance in the reversal task. At 7 weeks of age, calves were tested for their response to a novel object in eight tests over a two-day period. Pair-housed calves showed declining exploration with repeated testing but individually reared calves did not. The results of these experiments provide the first direct evidence that individual housing impairs cognitive performance in dairy calves.