Alzheimer's disease (AD) is a devastating disorder of increasing prevalence in modern society. Mild cognitive impairment (MCI) is considered a transitional stage between normal aging and AD; however, not all subjects with MCI progress to AD. Prediction of conversion to AD at an early stage would enable an earlier, and potentially more effective, treatment of AD. Electroencephalography (EEG) biomarkers would provide a non-invasive and relatively cheap screening tool to predict conversion to AD; however, traditional EEG biomarkers have not been considered accurate enough to be useful in clinical practice. Here, we aim to combine the information from multiple EEG biomarkers into a diagnostic classification index in order to improve the accuracy of predicting conversion from MCI to AD within a 2-year period. We followed 86 patients initially diagnosed with MCI for 2 years during which 25 patients converted to AD. We show that multiple EEG biomarkers mainly related to activity in the beta-frequency range (13–30 Hz) can predict conversion from MCI to AD. Importantly, by integrating six EEG biomarkers into a diagnostic index using logistic regression the prediction improved compared with the classification using the individual biomarkers, with a sensitivity of 88% and specificity of 82%, compared with a sensitivity of 64% and specificity of 62% of the best individual biomarker in this index. In order to identify this diagnostic index we developed a data mining approach implemented in the Neurophysiological Biomarker Toolbox (http://www.nbtwiki.net/). We suggest that this approach can be used to identify optimal combinations of biomarkers (integrative biomarkers) also in other modalities. Potentially, these integrative biomarkers could be more sensitive to disease progression and response to therapeutic intervention.