If that setting is grayed out, it's possible that Firefox is set to use automatic private browsing. That would be in the History section of the Settings page. If you have either of these -- * Firefox will: Never remember history * Firefox will: Use custom settings for history + "[X] Always use private browsing mode" -- then Firefox won't save cookies and site data between sessions, and the checkbox doesn't make a difference to that. Are you using automatic private browsing?