Rodents and primates deprived of early social contact exhibit deficits in learning and behavioural flexibility. They often also exhibit apparent signs of elevated anxiety, although the relationship between these effects has not been studied. To investigate whether dairy calves are similarly affected, we first compared calves housed in standard individual pens (n = 7) to those housed in a dynamic group with access to their mothers (n = 8). All calves learned to approach the correct stimulus in a visual discrimination task. Only one individually housed calf was able to re-learn the task when the stimuli were reversed, compared to all but one calf from the group. A second experiment investigated whether this effect might be explained by anxiety in individually housed animals interfering with their learning, and tested varying degrees of social contact in addition to the complex group: pair housing beginning early (approximately 6 days old) and late (6 weeks old). Again, fewer individually reared calves learned the reversal task (2 of 10 or 20%) compared to early paired and grouped calves (16 of 21 or 76% of calves). Late paired calves had intermediate success. Individually housed calves were slower to touch novel objects, but the magnitude of the fear response did not correlate with reversal performance. We conclude that individually housed calves have learning deficits, but these deficits were not likely associated with increased anxiety.