Background: Both patients and physicians may choose to delay initiation of dopamine replacement therapy in Parkinson's disease (PD) for various reasons. We used observational data to estimate the effect of earlier treatment in PD. Observational data offer a valuable source of evidence, complementary to controlled trials. Method: We studied the Parkinson's Progression Markers Initiative cohort of patients with de novo PD to estimate the effects of duration of PD treatment during the first 2 years of follow-up, exploiting natural interindividual variation in the time to start first treatment. We estimated the Movement Disorder Society–Unified Parkinson's Disease Rating Scale (MDS-UPDRS) Part III (primary outcome) and several functionally relevant outcomes at 2, 3, and 4 years after baseline. To adjust for time-varying confounding, we used marginal structural models with inverse probability of treatment weighting and the parametric g-formula. Results: We included 302 patients from the Parkinson's Progression Markers Initiative cohort. There was a small improvement in MDS-UPDRS Part III scores after 2 years of follow-up for patients who started treatment earlier, and similar, but nonstatistically significant, differences in subsequent years. We found no statistically significant differences in most secondary outcomes, including the presence of motor fluctuations, nonmotor symptoms, MDS-UPDRS Part II scores, and the Schwab and England Activities of Daily Living Scale. Conclusion: Earlier treatment initiation does not lead to worse MDS-UPDRS motor scores and may offer small improvements. These findings, based on observational data, are in line with earlier findings from clinical trials. Observational data, when combined with appropriate causal methods, are a valuable source of additional evidence to support real-world clinical decisions.