Cognitive impairment is typically reflected in the time and frequency variations of electroencephalography (EEG). Integrating time-domain and frequency-domain analysis methods is essential to better understand and assess cognitive ability. Timely identification of cognitive levels in early Parkinson's disease (ePD) patients can help mitigate the risk of future dementia. For the investigation of the brain activity and states related to cognitive levels, this study recruited forty ePD patients for EEG microstate analysis, including 13 with mild cognitive impairment (MCI) and 27 without MCI (control group). To determine the specific frequency band on which the microstate analysis relies, a deep learning framework was employed to discern the frequency dependence of the cognitive level in ePD patients. The input to the convolutional neural network consisted of the power spectral density of multi-channel multi-point EEG signals. The visualization technique of gradient-weighted class activation mapping was utilized to extract the optimal frequency band for identifying MCI samples. Within this frequency band, microstate analysis was conducted and correlated with the Montreal Cognitive Assessment (MoCA) Scale. The deep neural network revealed significant differences in the 1-11.5Hz spectrum of the ePD-MCI group compared to the control group. In this characteristic frequency band, ePD-MCI patients exhibited a pattern of global microstate disorder. The coverage rate and occurrence frequency of microstate A and D increased significantly and were both negatively correlated with the MoCA scale. Meanwhile, the coverage, frequency and duration of microstate C decreased significantly and were positively correlated with the MoCA scale. Our work unveils abnormal microstate characteristics in ePD-MCI based on time-frequency fusion, enhancing our understanding of cognitively related brain dynamics and providing electrophysiological markers for ePD-MCI recognition.