Among the non-motor symptoms associated with Parkinson’s disease (PD), cognitive impairment is one of the most common and disabling. It can occur either early or late during the disease, and it is heterogeneous in terms of its clinical manifestations, such as Subjective Cognitive Dysfunction (SCD), Mild Cognitive Impairment (MCI), and Parkinson’s Disease Dementia (PDD). The aim of the present review is to delve deeper into the molecular mechanisms underlying cognitive decline in PD. This is extremely important to delineate the guidelines for the differential diagnosis and prognosis of the dysfunction, to identify the molecular and neuronal mechanisms involved, and to plan therapeutic strategies that can halt cognitive impairment progression. Specifically, the present review will discuss the pathogenetic mechanisms involved in the progression of cognitive impairment in PD, with attention to mitochondria and their contribution to synaptic dysfunction and neuronal deterioration in the brain regions responsible for non-motor manifestations of the disease.