Previous work on chronic psychosis patients has suggested that low self-reflectiveness and overconfidence in judgments may be associated with delusions. In the present study we evaluated whether this extends to a first-episode psychosis sample. Thirteen actively delusional and 53 non-delusional participants with a first-episode psychosis completed the Beck Cognitive Insight Scale. Relative to non-delusional participants, delusional participants endorsed greater self-reflectiveness, though their confidence in their judgments was the same as non-delusional participants. These results suggest that the capacity to self-reflect and refrain from overconfidence may interact with delusions differentially across multiple phases of psychosis. The cognitive system involved in self-reflectiveness may be important for delusional thinking during a first-episode psychosis.