Recent research reveals that when faced with alternative lines of action, humans tend to choose the less cognitively demanding one, suggesting that cognitive control is intrinsically registered as costly. This idea is further supported by studies showing that the exertion of cognitive control evokes negative affective states. Despite extensive evidence for mood-induced modulations on control abilities, the impact of affective states on the avoidance of cognitive demand is still unknown. Across two well-powered experiments, we tested the hypothesis that negative affective states would increase the avoidance of cognitively demanding tasks. Contrary to our expectations, induced affective states did not modulate the avoidance of demand, despite having an effect on task performance and subjective experience. Altogether, our results indicate that there are limits to the effect of affective signals on cognitive control and that such interaction might depend on specific affective and control settings.