Multiple system atrophy (MSA) is a progressive neurodegenerative disease in adults, manifesting various clinical symptoms including autonomic nerve dysfunction, Parkinson's syndrome, cerebellar ataxia, and pyramidal sign. The clinical diagnosis and classification of MSA are mainly dependent on motion and non-motion symptoms, such as autonomic nerve dysfunction. In addition, an increasing amount of clinical and pathological evidence has shown that about half of the MSA patients exhibit distinct types and levels of cognitive dysfunction. However, cognitive dysfunction has not been included in the current diagnosis criteria of MSA. In most cases, it was even used as an exclusion criterion of MSA. Based on the neuroimaging, neuropathology and neuropsychology, this review summarized the morphological changes of the brain in the patients with MSA, and discussed possible brain regions that could be associated with cognitive impairment. The article may provide a theoretical basis for incorporating cognitive dysfunction into the criteria of MSA diagnosis.