There are now many studies in the disciplines of psychology, neuroscience, and education concerning the contribution of executive function skills to the student learning process during school. Less work has been conducted on links with executive function skills and science, especially physics, compared to other school subjects. Here, we focus on physics problem solving skills because they are core elements of physics instruction in secondary education. In addition, teachers are concerned that students are not reaching the desired level of physics problems solving ability by the end of formal schooling. Physics problem solving skills seem to rely on strong mathematical skills, an area where there is robust evidence of links to executive function skills. In addition, matrix reasoning skills seem to impact executive function and mathematical skills. However, little is known about the complex links between these skills. Such work would elucidate cognitive processes underlying physics problem solving. In this small-scale study, 20 Greek high school students (Mage = 16.81 years, SD = 1.87) completed a battery of tasks measuring executive function, physics problem solving, mathematics, and matrix reasoning skills. The results indicated strong positive correlations between physics problem solving skills and mathematical skills. One of the executive function skills (i.e., switching) had significant positive correlations with physics problem solving and mathematical skills. Matrix reasoning skills positively correlated with physics problem solving and mathematical skills, and two of the executive function skills (i.e., switching and working memory). These findings suggest complex intercorrelations between executive function, physics problem solving, mathematical, and matrix reasoning skills. These findings could be the springboard for further studies involving more detailed measurements of these skills. In the long run, results from this type of work could lead to designing pedagogical interventions in physics education based on executive function skills to address teachers' concerns about students’ acquisition of physics problem solving skills.