Rationale Infants born prematurely risk developing diffuse white matter injury (WMI), which is associated with impaired cognitive functioning and an increased risk of autism spectrum disorder. Recently, our rat model of preterm diffuse WMI induced by combined fetal inflammation and postnatal hypoxia showed impaired motor performance, anxiety-like behaviour and autism-like behaviour in juvenile rats, especially males. Immunohistochemistry showed delayed myelination in the sensory cortex and impaired oligodendrocyte differentiation. Objective To assess long-term cognitive deficits in this double-hit rat model of diffuse WMI, animals were screened on impulsivity, attention and cognitive flexibility in adulthood using the 5-choice serial reaction time task (5CSRTT) and a probabilistic reversal learning task, tests that require a proper functioning prefrontal cortex. Thereafter, myelination deficits were evaluated by immunofluorescent staining in adulthood. Results Overall, little effect of WMI or sex was found in the cognitive tasks. WMI animals showed subtle differences in performance in the 5CSRTT. Manipulating 5CSRTT parameters resulted in performance patterns previously seen in the literature. Sex differences were found in perseverative responses and omitted trials: female WMI rats seem to be less flexible in the 5CSRTT but not in the reversal learning task. Males collected rewards faster in the probabilistic reversal learning task. These findings are explained by temporally rather than permanently affected myelination and by the absence of extensive injury to prefrontal cortical subregions, confirmed by immunofluorescent staining in both adolescence and adulthood. Conclusion This rat model of preterm WMI does not lead to long-term cognitive deficits as observed in prematurely born human infants.