This study examined neurocognitive predictors of conversion to Axis I psychosis among adolescents at high-risk for psychosis (AHRP). There were no significant differences in neurocognitive performance between adolescents at high-risk for psychosis who converted (AHRP+) and adolescents at high-risk for psychosis who did not convert (AHRP-). Within-sex comparisons revealed a relation between risk status and performance among females, with AHRP+ performing below AHRP-, but this effect did not hold for males. Between-sex comparisons revealed AHRP- males performed worse than AHRP- females on several measures. Across groups, males performed better than their female counterparts on select measures. Results are discussed in terms of implications for use of neurocognitive profiles as bio-risk markers of psychosis, while considering sex differences.