In Alzheimer’s disease (AD), vascular changes could be caused by amyloid beta (Aβ) aggregates replacing the contractile smooth musculature of the arteriole walls. These changes happen in the brain vascular network, but also in the eye, and are related to decreased vascular density and low blood flow. In patients with Alzheimer’s disease, thinning of the choroid and the retina has been shown. The aim of this prospective study was to assess the retinal and choroidal vascular systems, analyzing the choroidal thickness with optical coherence tomography (OCT), the foveal avascular zone (FAZ) with OCT-angiography (OCTA), and the optic nerve head (ONH) hemoglobin with the Laguna ONhE program, to evaluate which of the two ocular vascular systems shows earlier changes in mild AD patients. These patients, compared to controls, showed a significantly thinner choroid at all the analyzed points, with the exception of the temporal macula (at 1000 and 1500 µm from the fovea). On the other hand, the FAZ and ONH hemoglobin did not show significant differences. In conclusion, a thinner choroid was the main ocular vascular change observed in mild AD patients, while the retinal vessels were not yet affected. Therefore, choroidal thickness could be used an early biomarker in AD.