Cognitive flexibility – the ability to adjust one’s behavior to changing environmental demands – is crucial for controlled behavior. However, the term ‘cognitive flexibility’ is used heterogeneously, and associations between cognitive flexibility and other facets of flexible behavior have only rarely been studied systematically. To resolve some of these conceptual uncertainties, we directly compared cognitive flexibility (cue-instructed switching between two affectively neutral tasks), affective flexibility (switching between a neutral and an affective task using emotional stimuli), and feedback-based flexibility (non-cued, feedback-dependent switching between two neutral tasks). Three experimental paradigms were established that share as many procedural features (in terms of stimuli and/or task rules) as possible and administered in a pre-registered study plan (N = 100). Correlation analyses revealed significant associations between the efficiency of cognitive and affective task switching (response time switch costs). Feedback-based flexibility (measured as mean number of errors after rule reversals) did not correlate with task switching efficiency in the other paradigms, but selectively with the effectiveness of affective switching (error rate costs when switching from neutral to emotion task). While preregistered confirmatory factor analysis (CFA) provided no clear evidence for a shared factor underlying the efficiency of switching in all three domains of flexibility, an exploratory CFA suggested commonalities regarding switching effectiveness (accuracy-based switch costs). We propose shared mechanisms controlling the efficiency of cue-dependent task switching across domains, while the relationship to feedback-based flexibility may depend on mechanisms controlling switching effectiveness. Our results call for a more stringent conceptual differentiation between different variants of psychological flexibility