Background: There is growing interest in identifying individuals who are in the prodromal phase of Parkinson’s disease (PD), as these individuals are potentially suitable for inclusion in intervention trials to prevent clinically manifest PD. However, it is less clear whether—and to what extent—cognitive deficits are present in prodromal PD. Methods: A systematic query was conducted through PubMed and Embase for prospective observational cohort studies that (a) assessed cognitive performance in individuals free of manifest PD at baseline and (b) subsequently followed up participants for incident PD. We grouped the results by cognitive domain, and for domains that had been reported in at least three separate studies, we performed random-effects, inverse variance meta-analyses based on summary statistics. Results: We identified nine articles suitable for inclusion, with a total of 215 patients with phenoconversion and 13,524 individuals remaining disease-free at follow-up. The studies were highly heterogeneous in study design, study population, and cognitive test batteries. Studies that included only cognitive screening measures such as MMSE or MoCA reported no association between worse cognitive performance and onset of manifest PD (combined odds ratio 1.08; 95% confidence interval 0.66–1.77). By contrast, studies that used extensive cognitive testing batteries found that global cognitive deficits were associated with an increased risk of manifest PD. In domain-specific analyses, there was evidence for an association between worse executive functioning (OR 1.45; 95% CI 1.10–1.92), but not memory (OR 1.20; 95% CI 0.85–1.70) or attention (OR 0.98; 95% CI 0.23–4.26), and clinically manifest PD. Conclusion: Although some caution due to high heterogeneity among published studies is warranted, the available evidence suggests that global and executive cognitive deficits are prodromal features of PD. Collaborative prospective studies with extensive cognitive test batteries are required to shed light on domain-specific deficits, temporal relations, and subgroup differences in prodromal cognitive deficits in PD.