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Individuals with Parkinson’s disease (PD) have a higher risk of developing dementia compared to age-matched controls. Rapid eye movement sleep behavior disorder (RBD) and hyposmia can influence symptoms severity. We report associations between polysomnography-assessed sleep architecture, olfactory identification, and cognition. Twenty adults with early-stage PD (mean age 69 ± 7.9; 25% female) completed cognitive assessments, the Brief Smell Identification Test (BSIT), and overnight in-clinic polysomnography. A global cognitive score was derived from principal component analysis. Linear regression models examined associations between sleep variables, BSIT performance, and cognition. Cognitive performance was compared between participants with and without RBD. Deep sleep attainment (β ± SE: 1.18 ± 0.45, p = .02) and olfactory identification (0.37 ± 0.12, p = .01) were associated with better cognition. Light sleep, REM sleep, arousal index, and sleep efficiency were not (all p > .05). Participants with RBD had significantly worse cognition ( t -test = −1.06 ± 0.44, p = .03) compared to those without RBD; none entered deep sleep. Deep sleep attainment was associated with better memory (1.20 ± 0.41, p = .01) and executive function (2.94 ± 1.13, p = .02); sleep efficiency was associated with executive function (0.05 ± 0.02, p = .02). These findings suggest interrelationships between lack of deep sleep, hyposmia, and poorer cognition in PD, particularly among individuals with RBD. Assessing these markers together may improve early identification of high-risk individuals and access to interventions.