Behavioral and psychological symptoms of dementia (BPSD) are commonly observed over the course of Alzheimer's disease (AD). However, it is unclear whether BPSD are part of AD neuropathology or rather represent a psychological reaction to cognitive disabilities. Using voxel-based-morphometry (VBM), we aimed to clarify this issue by investigating patients with AD at different clinical stages. Twenty-seven patients with AD (12 early [ADe] and 15 moderate [ADm]), 19 with amnestic mild cognitive impairment (a-MCI), and 23 healthy controls underwent MRI scanning at 3T. Assessment of BPSD was done in each patient using the Neuropsychiatric Inventory-12 (NPI-12). VBM was used to investigate changes in grey matter (GM) atrophy across groups, and associations between regional GM volumes and occurrence and severity of BPSD in patients. Mood disorders, anxiety, and agitation were present in both a-MCI and AD, while psychotic symptoms were observed mainly in AD. As expected, VBM showed only limited areas of GM atrophy in a-MCI patients, with a progressive extension in ADe and ADm patients (PFWE-corrected-values < 0.05). Disinhibition was strongly associated with GM volume in bilateral cingulate and right middle frontal gyri, while delusions were associated with GM volume in right hippocampus (PFWE-corrected-values < 0.05). This study confirms that BPSD are present since the earliest AD stages. Interesting associations were found in regions traditionally implicated by AD neuropathology. This suggests that BPSD are likely to represent clinical features of AD and should be regarded for their diagnostic and prognostic value.