We investigated the progressive associations of late-life body mass index (BMI) and waist circumference (WC) with amnestic mild cognitive impairment (aMCI) and Alzheimer's disease (AD) in Chinese older adults in a case-control study. Late-life BMI and WC were measured. AD was diagnosed by the NINCDS-ADRDA criteria for probable AD and aMCI by the Petersen's criteria. 426 Chinese older adults [125 AD, 125 aMCI and 176 controls with normal cognition (NC)], aged 55 to 93 years old, were recruited. Both BMI and WC decreased significantly across the normal, aMCI, and AD groups (dementia diagnostic group: p for trend < 0.001 and 0.016 respectively, 1-way ANOVA). After adjustment for significant confounders, multivariate general linear model analyses showed that the dementia diagnostic group (AD/aMCI/NC) was a significant independent predictor of both the late-life BMI and late-life WC (p = 0.002 and 0.018 respectively). In conclusion, late-life BMI and WC progressively decrease in older adults with normal cognition, aMCI, and AD. Low late-life BMI and WC represent potentially useful pre-clinical markers of aMCI and AD.