Identifying amnestic mild cognitive impairment (aMCI) is of great clinical importance because aMCI is a putative prodromal stage of Alzheimer's disease. The present study aimed to explore the feasibility of accurately identifying aMCI with a magnetic resonance imaging (MRI) biomarker. We integrated measures of both gray matter (GM) abnormalities derived from structural MRI and white matter (WM) alterations acquired from diffusion tensor imaging at the voxel level across the entire brain. In particular, multi-modal brain features, including GM volume, WM fractional anisotropy, and mean diffusivity, were extracted from a relatively large sample of 64 Han Chinese aMCI patients and 64 matched controls. Then, support vector machine classifiers for GM volume, FA, and MD were fused to distinguish the aMCI patients from the controls. The fused classifier was evaluated with the leave-one-out and the 10-fold cross-validations, and the classifier had an accuracy of 83.59% and an area under the curve of 0.862. The most discriminative regions of GM were mainly located in the medial temporal lobe, temporal lobe, precuneus, cingulate gyrus, parietal lobe, and frontal lobe, whereas the most discriminative regions of WM were mainly located in the corpus callosum, cingulum, corona radiata, frontal lobe, and parietal lobe. Our findings suggest that aMCI is characterized by a distributed pattern of GM abnormalities and WM alterations that represent discriminative power and reflect relevant pathological changes in the brain, and these changes further highlight the advantage of multi-modal feature integration for identifying aMCI.