The purpose of this review is to provide psychologists and other health care professional enough knowledge about available cognitive‐behavioural interventions for comorbidities in Parkinson’s disease that include depression, anxiety, impulsive disorder, pain, and sleep disturbances. This review has clear clinical practical suggestions how to adapt psychological interventions and techniques to the motor and/or cognitive impairments of patients with Parkinson’s disease, based on earlier available research results. Every available research that could be found with the help of search engines from Medline, Springer, PsychINFO, and Google Scholar, which used cognitive‐behavioural therapy to treat Parkinson’s comorbidities, was cited and explained. Cognitive‐behavioural interventions and techniques are presented based on available research results for Parkinson’s comorbidities. It is recommended to use treatment plans and interventions that are earlier suggested as efficient in patients with Parkinson’s disease. Strongest available research based recommendations are available for depression and anxiety. There are only few available research studies that used cognitive and/or behavioural interventions for pain, impulsive disorder, or sleeping disturbances, except insomnia in Parkinson’s disease. Cognitive‐behavioural therapy is safe to use and should be adapted to the specific needs of patients and with the scientific approved treatment interventions and techniques. Psychologists should be careful on how they adapt their treatment plan for patients.