Problems with shifting attentional set and concurrent performance of tasks are key cognitive deficits in Parkinson's disease (PD). Our aim was to examine the effects of deep brain stimulation of the subthalamic nucleus on tests of set shifting and dual task performance in patients with PD. Twelve patients with PD were assessed on tests of set shifting and on dual task performance with subthalamic nucleus (STN) stimulation switched on and off in a counterbalanced order. All patients obtained a clinical benefit from deep brain stimulation (DBS) of the STN. STN stimulation significantly improved set shifting. The effect of DBS on dual task performance was not significant. Change in measures of set shifting was significantly associated with the change in the motor symptoms of PD with DBS. The improved set shifting with DBS of the STN in PD supports the critical role of the striato-frontal circuits in this cognitive function.