To construct a structural equation model and analyze the impact pathways of exercise habits on mild cognitive impairment in Parkinson disease (PD-MCI). Methods: A cross-sectional study was conducted, involving 151 PD patients who visited the Parkinson's Disease Clinic at the Chinese PLA General Hospital in Beijing from October 2021 to June 2023. Patients were surveyed using a general information questionnaire, the Montreal Cognitive Assessment (MoCA), Part III of the Unified Parkinson's Disease Rating Scale (UPDRS- Ⅲ), the Parkinson's Disease Sleep Scale-2 (PDSS-2), and the Hamilton Depression Scale (HAMD). Mplus 8.3 software was used for association pathway analysis. Results: Both direct and indirect association pathways between exercise habits and the diagnostic risk of PD-MCI were significant (P<0.05). These pathways included: exercise habits→PD-MCI(－0.153[－0.305, －0.006]), exercise habits→motor symptoms→PD-MCI(－ 0.070[－ 0.129, － 0.029]), exercise habits→motor symptoms→depressive symptoms→ PD-MCI(－0.025[－0.051, －0.011]), exercise habits→motor symptoms→sleep quality → PD-MCI(－0.011 [－0.028, －0.003]), and exercise habits→depressive symptoms→PD-MCI(－0.030[－0.067, －0.005]). Conclusion: Exercise habits can directly predict the diagnostic risk of PD-MCI. They can also indirectly predict the diagnostic risk of PD-MCI through the mediating effects of motor symptoms and depressive symptoms, as well as through the chained mediating effects of motor symptoms combined with depressive symptoms or sleep quality.