Alzheimer's disease (AD) is one of the most common progressive and irreversible neurodegenerative diseases. The study of the pathological mechanism of AD and early-stage diagnosis is essential and important. Subjective cognitive decline (SCD), the first at-risk stage of AD occurring prior to amnestic mild cognitive impairment (aMCI), is of great research value and has gained our interest. To investigate the entire pathological development of AD pathology efficiently, we proposed a machine learning classification method based on a multimodal support vector machine (SVM) to investigate the structural and functional connectivity patterns of the three stages of AD (SCD, aMCI, and AD). Our experiments achieved an accuracy of 98.58% in the AD group, 97.76% in the aMCI group, and 80.24% in the SCD group. Moreover, in our experiments, we identified the most discriminating brain regions, which were mainly located in the default mode network and subcortical structures (SCS). Notably, with the development of AD pathology, SCS regions have become increasingly important, and structural connectivity has shown more discriminative power than functional connectivity. The current study may shed new light on the pathological mechanism of AD and suggests that whole-brain connectivity may provide potential effective biomarkers for the early-stage diagnosis of AD.