Objective: Parkinson’s disease (PD) has long been conceptualized as a motor disorder, but nonmotor symptoms also manifest in the disease and significantly reduce quality of life. Anxiety and cognitive dysfunction are prevalent nonmotor symptoms, even in early disease stages, but the relation between these symptoms remains poorly understood. We examined self-reported anxiety and neurocognitive function, indexed by measures of executive function (set-shifting and phonemic fluency), categorical fluency, and attention/working memory. We hypothesized that anxiety would correlate with cognitive performance. Method: The Beck Anxiety Inventory and cognitive tests (Trail Making, Verbal Fluency, Digit Span) were administered to 77 nondemented adults with mild to moderate idiopathic PD (39 men, 38 women; Mage = 62.9 years). Results: Higher anxiety was associated with more advanced disease stage and severity and with poorer set-shifting when using a derived metric to account for motoric slowing. Depression correlated with greater anxiety and disease severity, but not with cognitive performance. Conclusions: Our findings support the association of anxiety with a specific domain of executive function, set-shifting, in nondemented individuals with mild to moderate PD, raising the possibility that treatment of anxiety may alleviate aspects of executive dysfunction in this population.