Small animals usually have relatively larger brains than large animals. This allometric brain–body size scaling is described by Haller's rule. However, one of the smallest known insects, Trichogramma evanescens, a parasitic wasp, shows brain isometry, leading to similar relative brain sizes in small and large conspecifics. The somewhat larger Nasonia vitripennis parasitic wasp displays diphasic brain–body size scaling with isometry in small individuals and allometry in large individuals. These two species may have undersized brains for small wasps, with reduced cognitive abilities. Here, we induced intraspecific body size variation in genetically identical T. evanescens and N. vitripennis and examined cognitive trade-offs of brain scaling. We compared visual and olfactory memory retention between small and large conspecifics. Results showed that diphasic brain scaling affected memory retention levels in N. vitripennis, whereas isometric brain scaling did not affect memory retention in T. evanescens. The two species may experience different evolutionary pressures that have shaped the cognitive consequences of isometric brain–body size scaling. A possible trade-off of brain isometry in T. evanescens could be present in brain properties other than memory performance. In contrast, it may be more adaptive for N. vitripennis to invest in other aspects of brain performance, at the cost of memory retention.