Background: Few studies have compared cognitive functions in multiple system atrophy (MSA), progressive supranuclear palsy (PSP) and Parkinson′s disease (PD). Aim: To compare the results of cognitive function tests in the three diseases and examine their relation with the severity of parkinsonism. Settings and Design: Clinic-based open prospective study. Materials and Methods: Global cognitive function tests and tests specific for frontal lobe functions were used in 25 cases of each disease. UPDRS III was used to measure the severity of parkinsonism. Statistical Analysis: ANOVA was done for group comparisons, followed by t-test for independent samples with Bonferroni correction. Pearson′s correlation test was done to assess the relation between severity of parkinsonism and cognitive functions. Results: The severity of parkinsonism was worst in PD followed by PSP and least in MSA. Patients with PSP exhibited the worst performance in both sets of cognitive tests. Even though patients with MSA did better than PD in global function tests, they performed worse than PD in some frontal function tests. There was a negative correlation between severity of parkinsonism and scores in cognitive tests in the MSA group but not in others. Conclusions: Global and frontal dysfunction was worst in PSP. The frontal dysfunction in MSA was more severe than PD, correlated with the severity of parkinsonism and was worse in clinically probable than possible cases of MSA. The severity of cognitive dysfunction in these diseases may be related to the distribution and extent of pathological changes affecting the striato-frontal circuits in them.