Background The psychological impact of the COVID-19 outbreak and lockdown on frail populations with advanced Parkinson disease (APD) and their caregivers may present with peculiar features and require specific interventions. Methods We enrolled here 100 APD patients and 60 caregivers. Seventy-four patients were treated with device-aided therapies (DAT) and 26 with standard medical treatment (SMT). Through a telephonic interview, subjects underwent the Hospital Anxiety and Depression Scale (HADS-A; HADS-D), and an ad hoc questionnaire to explore thoughts and emotions related to the pandemic. Results Depression was observed in 35% of APD patients and anxiety in 39%, with a significant reduction of the latter after the lockdown (p= 0.023). We found a significant correlation between the type of therapy and the HADS-A score (p= 0.004). Patients’ main worries were as follows: a possible higher risk of COVID-19 infection (25%), interruption of non-pharmacological treatments (35%), interruption of outpatient clinics (38%), PD complications related to COVID-19 (47%). Patients treated with DAT manifested worries about device-related issues and risk for caregivers’ infection. The 40% of caregivers showed anxiety, while the 21.7% of them showed depression. Conclusion Our study reveals a higher prevalence of anxiety and the presence of peculiar worries and needs in APD patients during the pandemic alongside psychological sequelae of their caregivers. These findings are important for neurologists and healthcare services to foster strategies for the management of psychological distress in both patients and caregivers.