Background: The prospective study aims at identifying features predictive of early onset of dementia in patients with Parkinson's disease (PD). Methods: 89 non-demented PD patients underwent a complex evaluation (demographic data, UPDRS, Unified Multiple System Atrophy Rating Scale - UMSAR, Insomnia Severity Index - ISI, Neuro-Psychiatric Inventory - NPI, Hamilton Depression Rating Scale - HDRS, Mini Mental State Examination) at baseline and at 3-year follow-up. Results: At 3-year follow-up 43.8% of patients developed dementia. An ordinal regression of MMSE at follow-up showed that dementia developed in patients with autonomic dysfunctions (odds ratio 16.18, 95% CI 3.16 to 82.77, p = 0.001), old age (odds ratio 1.24, 95% CI 1.11 to 1.39, p < 0.001), and insomnia (odds ratio 1.23, 95% CI 1.09 to 1.38, p = 0.001). Conclusion: Patients with signs of autonomic dysfunction and insomnia are at higher risk for developing dementia and deserve closer monitoring of cognitive symptoms.