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In this paper we study the MPSK demodulation performance with phase noise which is characterized by its power spectrum density. According to the conditional symbol error rates of MPSK, demodulation penalty with different phase noise spectral shape are derived. MPSK is a kind of constant envelope modulation, the signal envelope of which is not as sensitive as its phase. According to the model of single frequency phase noise, we connect the phase noise represented by its power spectral shape and the bit error rates of coherent demodulation. Evaluation of performance degradation due to the phase noise is analyzed over a Gauss channel. Then, the numerical analysis shows the effects of different phase noise spectral shape and different symbol rate for BPSK, QPSK and 8PSK signals.