In the dairy industry, feeding management has considerable influence on calf behavioral development, yet there is limited understanding of how aspects of diet or accommodating more varied feeding behavior may affect cognitive development in young calves. The objective of this study was to evaluate effects of provision and presentation of hay on the cognitive ability of pre-weaned dairy calves. Individually-housed Holstein heifer calves were assigned at birth to 1 of 3 treatments: pelleted starter only (n = 10), hay (chopped to 5 cm) and starter provided in separate buckets (n = 12), or hay and starter offered as a mixture (n = 11). During week 5 of age, calves were tested daily in a learning task consisting of a T-maze with a milk reward (0.2 L milk) placed in one arm. Calves were subjected to an initial learning and reversal learning stage, where the reward location was changed to the opposite arm of the maze. Calves received 5 sessions/d until they met learning criterion (moving directly to correct side in 3 consecutive sessions) for initial and reversal learning. Dietary treatment did not affect pass rate or the number of sessions required to pass the initial learning stage. During the reversal learning stage, calves provided only starter had a lower pass rate (0.038, during first 8 testing session) early during testing than calves provided hay separately (0.20; P = 0.020) and tended to have a lower pass rate than calves provided hay as a mixture (0.14; P = 0.057). Calves provided only starter also tended to require more sessions to meet the learning criterion (15.8) than both calves provided hay separately (10.8; P = 0.089) and as a mixture (11.8; P = 0.10). Calves provided hay also kicked less and spent more time sniffing or licking the testing area. The results of this experiment indicate that provision of hay may affect behavioral flexibility in dairy calves.