Depression has been reported in several studies to be more common in Parkinson's disease (PD) patients than in the general population, and there may be overlap in the pathophysiology of the two conditions. Anxiety and other mental disorders have also been examined for possible association with PD because of their effects on the brain. MEDLINE, EMBASE and PSYCHINFO databases were searched systematically for existing systematic reviews or meta-analyses and primary research articles. Past studies and reviews have focused on co-morbidity of depression or mental disorders and PD, but as yet there have been no systematic reviews of the evidence that these conditions precede PD. Articles without robust methodology were excluded by specified criteria, based on published quality scoring criteria. Three cohort studies, one nested case–control study, and 10 case–control studies are included in the current systematic review. Premorbid depression was significantly more common in PD patients than in those without a diagnosis of PD in five of six case–control studies and three cohort studies. Premorbid anxiety may also be associated with PD although the evidence was not as strong. A few studies have looked at dementia as a co-morbid or sequel, but never as a predictor of PD.