The very few cognitive training studies targeting an important executive function, set shifting, have reported performance improvements that also generalized to untrained tasks. The present randomized controlled trial extends set shifting training research by comparing previously used cued training with uncued training. A computerized adaptation of the Wisconsin Card Sorting Test was utilized as the training task in a pretest-posttest experimental design involving three groups of university students. One group received uncued training (n = 14), another received cued training (n = 14) and the control group (n = 14) only participated in pre- and posttests. The uncued training group showed posttraining performance increases on their training task, but neither training group showed statistically significant transfer effects. Nevertheless, comparison of effect sizes for transfer effects indicated that our results did not differ significantly from the previous studies. Our results suggest that the cognitive effects of computerized set shifting training are mostly task-specific, and would preclude any robust generalization effects with this training.