Executive functions are a set of cognitive processes that are necessary for the cognitive control of behavior. They play a role in mediating self-control, self-regulation and decision-making. It has been suggested that the inability to control eating behavior in binge eating disorder (BED) may indicate deficits in executive functioning. This may be worsened by depressive symptoms. The aim of the present study was to compare executive functioning of patients with BED and no-to-mild depressive symptoms (n = 25), patients with BED and moderate-to-severe depressive symptoms (n = 66), and healthy controls (Body Mass Index <30) (n = 56), matched on age, educational level and gender. The participants were assessed by means of neuropsychological tests and questionnaires. The neuropsychological tests did not show significant differences in executive functioning between the groups. However, eating disorder psychopathology and depressive symptoms are associated with self-reported difficulties in executive functioning in daily life. A self-report questionnaire which evaluates the functional, real-world impact of executive dysfunction expressed in everyday activities seems to be more useful in this population than neuropsychological tests. This study highlights the importance of taking depressive symptoms into account when studying executive functioning in patients with (binge) eating disorders.