Deep Brain Stimulation (DBS) of the Subthalamic Nucleus (STN) improves motor symptoms in Parkinson's disease (PD), but can exert detrimental effects on impulsivity. These effects are especially related to the inability to slow down when high-conflict choices have to be made. However, the influence that DBS has on delay aversion is still under-investigated. Here, we tested a group of 21 PD patients on and off stimulation (off medication) by using the Cambridge Gamble Task (CGT), a computerized task that allows the investigation of risk-related behaviours and delay aversion, and psychological questionnaires such as the Barratt Impulsiveness Scale (BIS), the Sensitivity to Punishment and to Reward Questionnaire (SPSRQ), and the Quick Delay Questionnaire (QDQ). We found that delay aversion scores on the CGT were no higher when patients were on stimulation as compared to when they were off stimulation. In contrast, PD patients reported feeling more impulsive in the off stimulation state, as revealed by significantly higher scores on the BIS. Higher scores on the sensitivity to punishment subscale of the SPSRQ highlighted that possible punishments influence patients' behaviours more than possible rewards. Significant correlations between delay aversion scores on the CGT and QDQ delay aversion subscale suggest that these two instruments can be used in synergy to reach a convergent validity. In conclusion, our results show that not all impulsivities are detrimentally affected by DBS of the STN and that the joint use of experimental paradigms and psychological questionnaires can provide useful insights in the study of impulsivity.