Little is known about the relationship between cognitive dysfunctions and the non-motor complex in subjects with newly diagnosed untreated Parkinson's disease (PD). The aim of this study was to explore the association between non-motor symptoms (NMS) and cognitive dysfunctions in an incident cohort of de novo, drug-naive, PD patients. Sixty-six non-demented, early, untreated PD patients completed a semi-structured interview on NMS and a battery of neuropsychological tests that assess verbal memory, visuospatial abilities, and attention/executive functions. Scores were age- and education-corrected. Patients who failed at least two tests for each cognitive domain were diagnosed as having mild cognitive impairment (MCI). All but three (95.4%) PD patients complained of at least one NMS. A total of 37.8% was diagnosed with MCI. There was a relationship between sleep-NMS and cognitive dysfunctions. Specifically, both REM behavioral sleep disorders (RBD) and insomnia were associated with lower scores on several cognitive tests. Moreover, RBD was closely related to MCI. NMS and MCI are very common even in the early phase of PD, before patients are treated. Given the correlation between sleep disturbances and cognitive impairment, it is possible that sleep symptoms in PD patients might be considered as an early marker of dementia.