Depressive symptoms are associated with cognitive-functional impairment in normal aging older adults (NA). However, less is known about this effect on people with mild Cognitive Impairment (MCI) and mild Alzheimer’s disease dementia (AD). We investigated this relationship along with the NA-MCI-AD continuum by reanalyzing a previously published dataset. Participants (N=274) underwent comprehensive neuropsychological assessment including measures of Executive Function, Language/Semantic Memory, Episodic Memory, Visuospatial Abilities, Activities of Daily Living (ADL), and the Geriatric Depression Scale. MANOVA, logistic regression and chi-square tests were performed to assess the association between depression and cognitive-functional performance in each group. In the NA group, depressed participants had a lower performance compared to non-depressed participants in all cognitive and functional domains. However, the same pattern was not observed in the MCI group or in AD. The results suggest a progressive loss of association between depression and worse cognitive-functional performance along the NA-MCI-AD continuum.