Working memory is inherently limited in capacity and duration, which may hamper learning, including in online learning environments. Because working memory capacity varies among individuals, cognitive load in online learning may not have the same impact for neurotypical and neurodivergent students. This study investigated the relationship between neurodivergent traits and cognitive load during online learning. Seventy participants, including 35 neurotypical students and 35 neurodivergent students with a diagnosis of attention deficit hyperactivity disorder (ADHD), autism spectrum disorder (ASD), and/or dyslexia, watched an online video lecture while eye movements and electroencephalography-based brain activity were recorded. Neurodivergent traits were measured using validated scales for ADHD, ASD, and dyslexia. A pre-test and post-test about the educational content and automated cognitive task to measure working memory capacity were administered. Analyses of eye-tracking and electroencephalography data indicated neurocognitive differences related to cognitive load for neurodivergent students compared to neurotypical students, but no difference in learning performance was found based on the pretest-postest surveys. The findings are interpreted in light of previous theories of cognitive load in ADHD, ASD, and dyslexia. This research fills a gap in understanding how neurodivergence impacts cognitive load in online learning. It also demonstrates the value of using several objective neurophysiological measures of cognitive load to investigate how it impacts online learning in neurodiverse classrooms. Findings can inform the design of adaptive educational solutions for neurodivergent students.