A connection between asthma and the occurrence of Parkinson’s disease (PD) has been suggested, but the findings have been contentious and require verification. In this nested case–control study using data from the Korean National Health Insurance Service—Health Screening Cohort (2002–2019), which comprised 9029 participants with PD and 36,116 matched controls, we explored the relationship between asthma and incident PD. An overlap-weighted logistic regression model was used to measure the probability of asthma and PD. After adjusting for various covariates, we found that asthma was related to a 1.11-fold greater probability of PD (95% confidence interval: 1.06–1.16). A subgroup analysis showed that this effect was independent of age, sex, residential area, or alcohol consumption, and that it was still noticeable even among patients with a high income; those with a normal weight or obesity; those who were non-smokers or current smokers; and those with no history of chronic obstructive pulmonary disease, hypertension, hyperglycemia, hyperlipidemia, or anemia. Thus, these findings may indicate that asthma may slightly augment the likelihood of PD in the Korean adult population regardless of demographic or lifestyle factors, making it difficult to predict PD in asthma patients.