There is an urgent need to identify predictive biomarkers of Parkinson's disease (PD) with cognitive impairment (PDCI) in order to individualize patient management, ensure timely intervention, and improve prognosis. The aim of this study was to screen for these biomarkers by comparing the plasma proteome and metabolome of PD patients with or without cognitive impairment. Proteomics and metabolomics analyses were performed on a discover cohort. A machine learning model was used to identify candidate protein and metabolite biomarkers of PDCI, which were validated in an independent cohort. The predictive ability of these biomarkers for PDCI was evaluated by plotting receiver operating characteristic curves and calculating the area under the curve (AUC). Moreover, we assessed the predictive ability of these proteins in combination with neuroimaging. In the discover cohort (n = 100), we identified 25 protein features with best results in the machine learning model, including top-ranked PSAP and H3C15. The two-proteins were used for model construction, achieving an Area under the curve (AUC) of 0.951 in the train set and AUC of 0.981 in the test set. Similarly, the model gives a rank list of endogenous metabolite features, Glycocholic Acid and 6-Methylnicotinamide were two top features. Combining these two markers further got the AUC of 0.969 in train set and 0.867 in the test set. To validate the performance of the protein biomarkers, we performed targeted analysis of selected proteins (H3C15 and PSAP) and proteins likely associated with PDCI (NCAM2 and LAMB2) using parallel reaction monitoring in validation cohort (n = 116). The AUC of the classifier built with H3C15 and PSAP is 0.813. Moreover, when combining H3C15, PSAP, NCAM2, and LAMB2, the model achieved AUC of 0.983 in the train set, AUC of 0.981 in the test set, and AUC of 0.839 in the validation set. Furthermore, we verified that these protein markers we discovered can improve the predictive effect of neuroimaging on PDCI: the classifier built with neuroimaging features had AUC of 0.833, which improved to 0.905 when combined with H3C15. Taken together, our integrated proteomics and metabolomics analysis successfully identified potential biomarkers for PDCI. Additionally, H3C15 showed promise in enhancing the predictive performance of neuroimaging for cognitive impairment.