As malnutrition is common in patients with Alzheimer’s disease (AD), we evaluated nutritional status and body composition of patients with AD, mild cognitive impairment (MCI) and controls, and studied associations of AD biomarkers and cognitive performance with nutritional status and body composition. We included 552 participants, of which 198 patients had AD, 135 patients had MCI and 219 controls. We assessed nutritional status (mini nutritional assessment (MNA)) and body composition (body mass index (BMI), fat-free mass (FFM) and waist circumference). Linear regression analyses (adjusted for age, gender and education where appropriate) were applied to test associations of AD biomarkers and cognitive performance on five domains with nutritional parameters (dependent). Patients with MCI and AD had a lower BMI and MNA score than controls. Worse performance in all cognitive domains was associated with lower MNA score, but not with body composition. AD biomarkers were associated with MNA score, BMI and waist circumference, and associations with MNA score remained after adjustment for cognitive performance. Both AD biomarkers and cognitive performance were associated with nutritional status, associations with AD biomarkers remained after adjustment for cognition. Our data suggest that malnutrition is not only related to impaired cognition but also to AD pathology.