Alzheimer's Disease (AD) is often accompanied by various neuropsychiatric symptoms, among which depressive symptoms are particularly common and may even appear in the preclinical stage. This paper systematically reviews the complex relationship between depressive symptoms (including subsyndromal symptomatic depression) and AD-related cognitive impairment, with a focus on the potential role of AD-characteristic brain regions such as the hippocampus. Current evidences have suggested that depressive symptoms may accelerate the progression of cognitive decline through various pathways, such as promoting brain atrophy of key brain regions, affecting neuroplasticity, and exacerbating the deposition of amyloid β-protein (Aβ). Future research should further integrate multimodal neuroimaging techniques with non-invasive biomarkers, in order to provide new theoretical basis and clinical targets for early identification and precise intervention of AD in high-risk populations.