In the past decades, there has been an increasing literature on the presence of an inertial energy cascade in interplanetary space plasma, being interpreted as the signature of Magnetohydrodynamic turbulence (MHD) for both fields and passive scalars. Here, we investigate the passive scalar nature of the solar wind proton density and temperature by looking for scaling features in the mixed-scalar third-order structure functions using measurements on-board the Ulysses spacecraft during two different periods, i.e., an equatorial slow solar wind and a high-latitude fast solar wind, respectively. We find a linear scaling of the mixed third-order structure function as predicted by Yaglom’s law for passive scalars in the case of slow solar wind, while the results for fast solar wind suggest that the mixed fourth-order structure function displays a linear scaling. A simple empirical explanation of the observed difference is proposed and discussed.