Subthalamic nucleus (STN) or globus pallidus interna (GPi) deep brain stimulation (DBS) is considered a robust therapeutic tool in the treatment of Parkinson's disease (PD) patients, although it has been reported to potentially cause cognitive decline in some cases. We here provide an in-depth and critical review of the current literature regarding cognition after DBS in PD, summarizing the available data on the impact of STN and GPi DBS as monotherapies and also comparative data across these two therapies on 7 cognitive domains. We provide evidence that, in appropriately screened PD patients, worsening of one or more cognitive functions is rare and subtle after DBS, without negative impact on quality of life, and that there is very little data supporting that STN DBS has a worse cognitive outcome than GPi DBS.