PD is a progressive neurodegeneration disease characterized by cardinal motor symptoms such as bradykinesia and tremor. The pathogenesis of PD remains unclear. It is hypothesized that immune system dysfunction may contribute to PD. Thus, autoimmune diseases may influence the risk of incident PD. We included 398,329 participants without PD at the baseline from UK Biobank. The association between 20 autoimmune diseases with PD was examined using cox hazards regression analyses, adjusting covariates like age, sex, and smoking status in the statistical models. Sensitivity analyses were conducted, adjusting for polygenic risk score and the reported source of PD, to check the robustness. After an average follow-up of 13.1 ± 0.816 years, 2,245 participants were diagnosed with incident PD. After multiple comparison correction, only multiple sclerosis (MS) reached statistical significance and showed an increased risk for incident PD. Compared with non-MS patients, the risk of incident PD in MS patients was 2.57-fold with age and sex being adjusted (95% CI, 1.59-4.14; adjust p value = 0.002). After adjusting lifestyle and other factors, the hazard ratio of incident PD in MS patients was 2.49 (95% CI, 1.55-4.02; adjust p value = 0.004). Excluding the self-reported PD cases in the sensitivity analysis, MS was a detrimental factor for incident PD (HR, 2.06; 95% CI, 1.56-4.05; adjust p value = 0.004). The link between MS and PD did not reach the statistical significance in the sensitivity analysis adjusting the PRS (adjust p value = 0.95). Our study provided evidence from observational analyses that MS was associated with an increased risk of PD. Further investigations should be performed to determine the causal association and potential pathophysiology between MS and PD.