Impulsivity in eating disorders (ED) has been historically focused on bingeing–purging symptoms, evidencing lower levels in restricting subtypes. In the recent literature, obsessive–compulsive disorder (OCD) has been described as characterized by high cognitive impulsivity. This specific impulsivity factor has been rarely studied in anorexia nervosa (AN). In this study, 53 inpatients with anorexia nervosa and 59 healthy controls completed the following questionnaires: the Barratt Impulsiveness Scale (BIS-11), the Obsessive–Compulsive Inventory (OCI), the Eating Disorders Inventory—2 (EDI–2), the State–Trait Anxiety Inventory (STAI), and the Beck Depression Inventory (BDI). AN individuals showed significantly increased levels of cognitive instability but no difference in global score and other subscales of impulsivity compared to the healthy controls. Among AN individuals, cognitive instability emerged as being associated with the global score and obsession subscale of the OCI. It was also significantly associated with interoceptive awareness and impulse regulation. Cognitive instability was the main predictor of obsessive thoughts and behaviors in AN. Our study supports the hypothesis of AN as being characterized by high cognitive instability and adds the result that the cognitive domain of impulsivity may be associated with the presence of obsessive symptoms, specifically obsessive thoughts.