Cognitive assistants use vocal interfaces and artificial intelligence to assist humans with complex tasks. While much research has focused on the application of these devices, a few studies have addressed how these devices affect the way humans work. To fill this gap, this research studied the effects of a cognitive assistant on mental workload, frustration, and effort. Participants worked with a Wizard-of-Oz style assistant and completed the Wisconsin Card-Sorting Task and engaged in a peripheral-detection task in a two-sample study that compared participants (n = 21) who worked with the assistant to those who did not. Follow-up interviews were also completed. Results suggest that onboarding techniques, such as tutorials, are important for developing analogical trust before regular use. Additionally, results suggest that keeping the mental model of the CA clear, simple, and intuitive is important to reduce the mental effort that is required to account for the CA and interactions with it while working. Cognitive assistants offer a broad range of advantages but also have distinct challenges for users: primarily the lack of physical affordances that can be linked to functionality.