Persons with persecutory delusions display a deviant attributional style, assumed to represent an exaggerated self-serving bias relevant to delusion formation. However, recent studies question the proposed self-serving and predisposing nature and call for alternative explanations. This study compared attributions in participants with either acute primary persecutory delusions (APPD, n = 25) or past primary persecutory delusions (PPPD, n = 25) and healthy controls with high levels of subclinical paranoia (n = 25) or low levels of subclinical paranoia (n = 25) and investigated their association with self-esteem and neuro-cognitive performance. Attributions were measured with the Internal Personal and Situational Attribution Questionnaire. Delusions were assessed using the Positive and Negative Syndrome Scale and the Paranoia Checklist. Patients with APPD showed more attributions of events to other people than patients with PPPD and both healthy control groups. This bias was independent of whether the events were positive or negative. Associations between self-esteem and external-personal attributions for negative events were marginal whereas not attributing events to the situation was associated with deficits in episodic memory. These results speak for a state-specific rather than a stable attribution bias in persecutory delusions, which might also be explained by neuro-cognitive impairment.