Parkinson's disease (PD) is amongst the most frequent neurodegenerative disorders, the main pathologic hallmark of which is the degeneration of the substantia nigra pars compacta. Damage to multiple cellular components, such as mitochondrial dysfunction, oxidative stress, neuroinflammation, and proteasomal dysfunction, contribute to the progression of the neurodegenerative process. Peroxisome proliferator-activated receptor gamma (PPAR-γ) agonists, mainly thiazolidinediones, pioglitazone and rosiglitazone, have been successfully tested for their neuroprotective potential in PD experimental models, although the cellular target and underlying mechanism are currently a matter of debate. While the anti-inflammatory activity and attenuation of microgliosis have been proposed as a main mechanism of neuroprotection, other cellular targets might be involved, such as mitochondrial proteins controlling cellular bioenergetic and oxidative stress. Here, the current evidence of neuroprotection by PPAR-γ agonists in in vitro and in vivo experimental PD models is reported. Moreover, cellular pathways which have been investigated as potential targets of neuroprotection are reviewed. Taken together, the available data suggest that simultaneous targeting of multiple dysfunctional pathways may underlie the potent neuroprotective activity displayed by PPAR-γ agonists.