Recent literature highlights the importance of identifying factors associated with mild cognitive impairment (MCI) and Alzheimer's Disease (AD). Actual validated biomarkers include neuroimaging and cerebrospinal fluid assessments; however, we investigated non-Aβ-dependent factors associated with dementia in 12 MCI and 30 AD patients. Patients were assessed for global cognitive function (Mini-Mental state examination-MMSE), physical function (Physical Performance Test-PPT), exercise capacity (6-min walking test-6MWT), maximal oxygen uptake (VO₂max), brain volume, vascular function (flow-mediated dilation-FMD), inflammatory status (tumor necrosis factor-α ,TNF- α, interleukin-6, -10 and -15) and neurotrophin receptors (p75NTR and Tropomyosin receptor kinase A -TrkA). Baseline multifactorial information was submitted to two separate backward stepwise regression analyses to identify the variables associated with cognitive and physical decline in demented patients. A multivariate regression was then applied to verify the stepwise regression. The results indicated that the combination of 6MWT and VO₂max was associated with both global cognitive and physical function (MMSE = 11.384 + (0.00599 × 6MWT) - (0.235 × VO₂max)); (PPT = 1.848 + (0.0264 × 6MWT) + (19.693 × VO₂max)). These results may offer important information that might help to identify specific targets for therapeutic strategies (NIH Clinical trial identification number NCT03034746).