Background: There is increasing evidence that Alzheimer’s disease (AD) patients may present decreased cerebral blood perfusion before pathological brain changes. Using the retina as a window to the brain, we can study disorders of the central nervous system through the eyes. Objective: This study aimed to investigate differences in retinal structure and vessel density (VD) between patients with mild AD and healthy controls (HCs). Furthermore, we explored the relationship between retinal VD and cognitive function. Methods: We enrolled 37 patients with AD and 29 age-matched HCs who underwent standard ophthalmic optical coherence tomography angiography (OCTA) for evaluation of the retinal layer thickness and VD parameters. Cognitive function was evaluated using a battery of neuropsychological assessments. Finally, the correlations among retinal layer thickness, VD parameters, and cognitive function were evaluated. Results: The retinal fiber layer thickness and retinal VD of patients with AD were significantly reduced compared with HCs. The retinal VD was significantly correlated with overall cognition, memory, executive, and visual-spatial perception functions. However, there was no significant between-group difference in the macular thickness. Conclusion: Our findings indicate a positive correlation between retinal VD and some, but not all, cognitive function domains. Most importantly, we demonstrated the role of OCTA in detecting early capillary changes, which could be a noninvasive biomarker for early AD.