We aimed to investigate whether each type of sleep disturbances (i.e., pRBD, EDS, and insomnia) is specifically associated with faster decline in global cognition and different cognitive domains among de novo PD patients. We also assessed the influence of sleep disturbances on core AD CSF biomarkers alterations and conversion to dementia. Prospectively longitudinal data were obtained from the PPMI cohort. Sleep disturbances and cognition ability were assessed by questionnaires at baseline and follow-up visits. Generalized linear mixed models were utilized to assess the effect of sleep disturbances on cognitive decline and core AD CSF biomarkers change. The associations between sleep disturbances and conversion to dementia were analyzed using Cox regression analysis. Baseline pRBD was associated with faster decline in global cognition and all cognitive domains, including verbal episodic memory, visuospatial ability, executive function, language, and processing speed. EDS was associated with faster decline in three cognitive domains, including verbal episodic memory, executive function/working memory, and processing speed. Insomnia was associated with faster decline in global cognition and verbal episodic memory. Meanwhile, pRBD and EDS were associated with longitudinal decrease of CSF Aβ42. Baseline pRBD increased the risk of conversion to dementia. The risk of dementia in PD patients with multiple sleep disturbances also increased compared with those without sleep disturbance. Sleep disturbances (i.e., pRBD, EDS, and insomnia) were associated with cognitive decline in early PD. EDS and pRBD were associated with decrease of CSF Aβ42. Moreover, pRBD was associated with conversion to dementia.