Cognitive impairment is a core feature of schizophrenia which precedes the onset of full psychotic symptoms, even in the ultra-high-risk stage (UHR). Polygenic risk scores (PRS) can be computed for many psychiatric disorders and phenotyping traits, including scores for resilience. We explored the correlations between several PRS and neurocognition in UHR individuals. We included 107 UHR individuals; 29.9% of them converted to psychosis (UHR-C) while 57.0% did not (UHR-NC) during the 1-year follow-up. Cognitive performances were assessed with the Wechsler Adult Intelligence Scale estimating the Intelligence Quotient (IQ), the Trail Making Test, the verbal fluency, the Stroop test, and the Wisconsin card sorting test. Linear regression models were used to test their association with the PRS for schizophrenia, bipolar disorder, major depression, ADHD, cross-disorders, cognitive performance, intelligence, education attainment, and resilience to schizophrenia. UHR-C had a lower IQ than UHR-NC. The PRS for schizophrenia negatively correlated with IQ, while the PRS for cognitive performance and for resilience positively correlated with IQ. PRS for schizophrenia showed a significant correlation with working memory and processing speed indices. PRS for schizophrenia showed a higher effect on IQ in UHR-NC, and UHR-NC with high PRS for schizophrenia had a similar IQ as UHR-C. Conversely, UHR-C with a high PRS for resilience performed as well as UHR-NC. Our findings suggest that cognitive deficits may predate the onset of psychosis. The genetic architecture of schizophrenia seems to impacts the cognition in UHR-NC. Cognition is also mediated by PRS for resilience.