Numerous studies report elevated levels of chronic mental health conditions in those exposed to the World Trade Center attacks of 11 September 2001 (9/11), but few studies have examined the incidence of confusion or memory loss (CML) or its association with mental health in 9/11 attack survivors. We investigated the incidence of CML and its association with the number of post-9/11 mental health conditions (PTSD, depression, and anxiety) in 10,766 World Trade Center Health Registry (Registry) enrollees aged 35–64 at the time of the wave 4 survey (2015–2016) that completed all four-wave surveys and met the study inclusion criteria. We employed log-binomial regression to evaluate the associations between CML and the number of mental health conditions. A total of 20.2% of enrollees in the sample reported CML, and there was a dose-response relationship between CML and the number of mental health conditions (one condition: RR = 1.85, 95% CI (1.65, 2.09); two conditions: RR = 2.13, 95% CI (1.85, 2.45); three conditions: RR = 2.51, 95% CI (2.17, 2.91)). Survivors may be experiencing confusion or memory loss partly due to the mental health consequences of the 9/11 attacks. Clinicians treating patients with mental health conditions should be aware of potential cognitive impairment.