Non-motor symptoms (NMS) of Parkinson’s disease can be predominant as the disease advances, thereby constituting a major source of disease burden for patients and caregivers. However, current understanding of NMS is incomplete, particularly as a result of the absence of standardisation of outcome definitions and the heterogeneity of the risk factors that are assessed. The best data on risk factors for NMS in Parkinson’s disease come from longitudinal studies, with the strongest evidence identifying factors for cognitive impairment and dementia, hallucinations, depression, apathy, excessive daytime sleepiness, insomnia, and impulse-control disorders. Cognitive impairment, hallucinations, and depression have several common risk factors, and many other NMS share a few risk factors, showing the interdependence between NMS with advancing Parkinson’s disease. Disease severity, sex, age, and antiparkinsonian medication might have roles in the development of different NMS, although only antiparkinsonian medication is potentially modifiable. Until disease-modifying therapies are developed, increased knowledge of risk factors could ameliorate early identification of patients who are at an increased risk of developing specific NMS and potentially allow improvement of symptom management or prevention of specific NMS.