Impairments in executive functioning are frequently observed in Parkinson's disease (PD). However, executive functioning needed in daily life is difficult to measure. Considering this difficulty the Cognitive Effort Test (CET) was recently developed. In this multi-task test the goals are specified but participants are free in their approach. This study applies the CET in PD patients and investigates whether initiative, planning and multi-tasking are associated with aspects of executive functions and psychomotor speed. Thirty-six PD patients with a mild to moderate disease severity and thirty-four healthy participants were included in this study. PD patients planned and demonstrated more sequential task execution, which was associated with a decreased psychomotor speed. Furthermore, patients with a moderate PD planned to execute fewer tasks at the same time than patients with a mild PD. No differences were found between these groups for multi-tasking. In conclusion, PD patients planned and executed the tasks of the CET sequentially rather than in parallel presumably reflecting a compensation strategy for a decreased psychomotor speed. Furthermore, patients with moderate PD appeared to take their impairments into consideration when planning how to engage the tasks of the test. This compensation could not be detected in patients with mild PD.