Background: Depression and anxiety are comorbidities often associated with Parkinson disease (PD). Recent studies debate on how affective disorders can influence the cognition of patients with PD. This study sought to investigate how depression and anxiety affect specific executive functions and impulsivity traits in these patients. Methods: Twenty-eight patients with advanced PD and 28 closely matched healthy volunteers (HV) were assessed for depressive and anxiety symptoms, impulsivity, executive function and control attention and behavioral response. Results: Compared to the HV group, the PD group showed significantly higher perseverative responses and slowness to adapt to changes in environmental stimuli and longer reaction time for inter-stimulus interval change. Depression symptoms were significantly correlated to motor impulsivity score and total Barratt Impulsiveness Scale (BIS -11) score. Moreover, there was also significant correlation between anxiety symptoms and attentional impulsivity score and total BIS-11 score. Correlation analysis between impulsivity and control attention indicated a positive correlation in commission and a negative correlation in reaction time and detectability in the PD group. Conclusions: The present results suggest that depression and anxiety were highly correlated to impulsivity but not to executive functions changes in these PD patients.