In special music education, music note cognition can improve the psychological rehabilitation, intellectual development and physical coordination of exceptional children. From the perspective of cognitive psychology, music note cognition is conducive to confidence and anti-frustration. This paper explores the application of cognitive psychology in the music note cognition of exceptional children, and studies the correlation between the sense of identity and psychological health of these children. The identity of exceptional children was investigated through literature analysis and questionnaire survey, including four dimensions: personal identity, relational identity, collective identity and social identity. The results show that music note cognition is a medium for the music education of exceptional children; exceptional children generally have minor problems with psychological health; their sense of identity varies with gender, origin, age and disability type, and is negatively correlated with psychological health; exceptional children with congenital disabilities have better psychological health than those with acquired disabilities. This research lays the basis for further application of cognitive psychology in the music note cognition of exceptional children.