Background and purpose The pharmacologic effects of pioglitazone on the incidence of Parkinson disease (PD) are not clear. No study has examined the interaction between pioglitazone and statin treatment on prevention of PD. This study analyzed the associations between pioglitazone, statins, and the incidence of PD in patients with diabetes mellitus (DM) in Taiwan. Methods We used the National Health Insurance database from 1996 to 2013. DM and PD were diagnosed according to the International Classification of Diseases, Ninth Revision, Clinical Modification codes. We used the propensity score‐matching method to match the study groups. Cox regression analyses were employed to calculate the relative risk of the incidence of PD. Results There were 48 828 patients matched and categorized equally into the pioglitazone group and the non‐pioglitazone group. The number of PD patients in the pioglitazone group and the non‐pioglitazone group was 275 (1.1%) and 417 (1.7%), respectively. The pioglitazone group had a lower incidence of PD, with an adjusted hazard ratio (aHR) of 0.66 95% confidence interval (CI): 0.57–0.78, and this benefit was dose‐dependent. Of note, as compared with either pioglitazone or statin treatment, our results first showed that the combination of pioglitazone and statins further lowered the risk of PD, with an aHR of 0.78 (95% CI: 0.64–0.94; P = 0.010). Conclusions Our study results suggested that pioglitazone could be a promising agent for reducing the incidence of PD in patients with DM, and works synergistically with statins. Pioglitazone and statins may lower the indidence of Parkinsion disease independently and synergistically in patients with diabetes mellitus.