Ample evidence shows that the basal ganglia play an important role in cognitive flexibility. However, traditionally, cognitive processes have most commonly been associated with the prefrontal cortex. Indeed, current theoretical models of basal ganglia function suggest the basal ganglia interact with the prefrontal cortex and thalamus, via anatomical fronto-striato-thalamic circuits, to implement cognitive flexibility. Here we aimed to assess this hypothesis in humans by associating individual differences in cognitive flexibility with white matter microstructure of the basal ganglia. To this end we employed an attention switching paradigm in adults with ADHD and controls, leading to a broad range in task performance. Attention switching performance could be predicted based on individual differences in white matter microstructure in/around the basal ganglia. Crucially, local white matter showing this association projected to regions in the prefrontal cortex and thalamus. Our findings highlight the crucial role of the basal ganglia and the fronto-striato-thalamic circuit for cognitive flexibility.