Objective Depression may be a prodrome to Alzheimer's disease (AD). We assessed whether AD neuropathology is associated with depression in mild cognitive impairment (MCI) and mild dementia (dAD). Methods All clinical and neuropathological data for this study came from the National Alzheimer's Coordinating Center (NACC). Healthy control (HC, n = 120), MCI (n = 77), and mild dAD (n = 93) patients who underwent brain autopsy were included. In regression models with Geriatric Depression Scale (GDS) as the outcome, neuritic plaque (NP) score or Braak Stages of neurofibrillary (NF) pathology were covariates. Results GDS was not associated with cognitive status, NP score, Braak Stages, or their interaction. In both models, a history of TIAs, depression within the last 2 years, current benzodiazepine use, and greater severity of neuropsychiatric symptoms were associated with greater depression. In the Braak Stages model, less education was another significant predictor. Conclusions Depression in early AD appears to be independent of NP and NF pathology. Studies are needed to investigate other mechanisms that may be responsible for depression in MCI and dAD.