Computer-aided diagnosis (CAD) systems for medical images are seen as effective tools to improve the efficiency of diagnosis and prognosis of Alzheimer’s disease (AD). The current state-of-the-art models for many images analyzing tasks are based on Convolutional Neural Networks (CNN). However, the lack of training data is a common challenge in applying CNN to the diagnosis of AD and its prodromal stages. Another challenge for CAD applications is the controversy between the requiring of longitudinal cortical structural information for higher diagnosis/prognosis accuracy and the computing ability for processing varied imaging features. To address these two challenges, we propose a novel computer-aided AD diagnosis system CNN-Stochastic Coordinate Coding (MSCC) which integrates CNN with transfer learning strategy, a novel MSCC algorithm and our effective AD-related biomarkers–multivariate morphometry statistics (MMS). We applied the novel CNN-MSCC system on the Alzheimer’s Disease Neuroimaging Initiative (ADNI) dataset to predict future cognitive clinical measures with baseline Hippocampal/Ventricle MMS features and cortical thickness. The experimental results showed that CNN-MSCC achieved superior results. The proposed system may aid in expediting the diagnosis of AD progress, facilitating earlier clinical intervention, and resulting in improved clinical outcomes.