To determine if Montreal Cognitive Assessment (MoCA) is more sensitive than the commonly used Mini-Mental State Examination (MMSE) in detecting cognitive abnormalities in patients with probable progressive supranuclear palsy (PSP) and multiple system atrophy (MSA) compared with Parkinson’s disease (PD). In this multicenter observational study, MMSE and MoCA were administered in a random order to 130 patients: 35 MSA, 30 PSP and 65 age, and education and gender matched-PD. We assessed between-group differences for MMSE, MoCA, and their subitems. Receiver-operating characteristic (ROC) curves were calculated. The mean MMSE was higher than the mean MoCA score in each MSA (27.7 ± 2.4 vs. 22.9 ± 3.0, p < 0.0001), PSP (26.0 ± 2.9 vs. 18.2 ± 3.9, p < 0.0001), and PD (27.3 ± 2.0 vs. 22.3 ± 3.5, p < 0.0001). MoCA total score as well as its letter fluency subitem differentiated PSP from MSA and PD with high specificity and moderate sensitivity. More specifically, a cut-off score of 7 F-words or less per minute would support a diagnosis of PSP (PSP vs. PD: 86 % specificity, 70 % sensitivity; PSP vs. MSA: 71 % specificity, 70 % sensitivity). By contrast, MMSE presented an overall ceiling effect for most subitems, except for the pentagon scores, where PSP did less well than MSA or PD patients. These preliminary results suggest that PSP and MSA, similar to PD patients, may present normal MMSE and reduced MoCA performance. Overall, MoCA is more sensitive than MMSE in detecting cognitive impairment in atypical parkinsonism and together with verbal fluency would be a useful test to support PSP diagnosis.