Background <p>Previous studies have confirmed that core self-evaluation is a predisposition factor for cognitive failures. However, there is little research on the potential mechanisms of action of core self-evaluation on cognitive failures. Therefore, this study aimed to explore how core self-evaluation influences cognitive failures among college students.</p> Methods <p>We recruited 1400 college students in China to complete the core self-evaluation scale (CSES), the depression-anxiety-stress scale (DASS-21), the loneliness scale (USL-8), and the cognitive failures questionnaire (CFQ).</p> Results <p>Core self-evaluation was negatively associated with cognitive failures, and depression symptoms partially mediated the association between core self-evaluation and cognitive failures. In addition, loneliness moderated the direct effect of core self-evaluation on cognitive failures and the second half of the indirect effect.</p> Conclusions <p>By constructing a moderated mediation model, this study specifically elaborated on the mediating role that depression symptoms played between core self-evaluation and cognitive failures, as well as the moderated role of loneliness, which affected core self-evaluation and cognitive failures to diverse extents.</p>