Pyrethroids are a class of synthetic insecticides that are used widely in and around households to control the pest. Concerns about exposure to this group of pesticides are now mainly related to their neurotoxicity and nigrostriatal dopaminergic neurodegeneration seen in Parkinson’s disease. The main neurotoxic mechanisms include oxidative stress, inflammation, neuronal cell loss, and mitochondrial dysfunction. The main neurodegeneration targets are ion channels. However, other receptors, enzymes, and several signalling pathways can also participate in disorders induced by pyrethroids. The aim of this review is to elucidate the main mechanisms involved in neurotoxicity caused by pyrethroids deltamethrin, permethrin, and cypermethrin. We also review common targets and pathways of Parkinson’s disease therapy, including Nrf2, Nurr1, and PPARγ, and how they are affected by exposure to pyrethroids. We conclude with possibilities to be addressed by future research of novel methods of protection against neurological disorders caused by pesticides that may also find their use in the management/treatment of Parkinson’s disease.