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A widely-cited proposition in boundary theory states that it is difficult for individuals to transition between roles, especially when these roles are highly segmented. Surprisingly, this hypothesis has not been directly tested. We provide an empirical test of these propositions and draw from the self-regulation literature to expand boundary theory in exploring how episodes of cognitive role transitions impact job performance. We propose that cognitive role transitioning is cognitively demanding, which consumes the limited executive control resources that facilitate effective job performance. In a multilevel study of 619 employees providing 4371 episodes, we observed that work-to-family cognitive role transitioning was negatively related to job performance, and this effect was mediated by self-regulatory depletion. Although individuals with greater role integration were somewhat more likely to experience cognitive role transitions than those with segmented roles, these individuals were also buffered from the self-regulatory depletion that impairs effective job performance. Overall, these findings suggest that integration, rather than segmentation, may be a better long-term boundary management strategy for minimizing self-regulatory depletion and maintaining higher levels of job performance during inevitable work–family role transitions.