Nowadays more and more elderly people are suffering from Alzheimer’s disease (AD). Finely recognizing mild cognitive impairment (MCI) in early stage of the symptom is vital for AD therapy. However, brain image samples are relatively scarce, meanwhile have multiple modalities, which makes finely classifying brain images by computers extremely difficult. This paper proposes a fine-grained brain image classification approach for diagnosing Alzheimer’s disease, with re-transfer learning and multi-modal learning. First of all, an end-to-end deep neural network classifier CNN4AD is designed to finely classify diffusion tensor image (DTI) into four categories. And according to the characteristics of multi-modal brain image dataset, the re-transfer learning method is proposed based on transfer learning and multi-modal learning theories. Experimental results show that the proposed approach obtain higher accuracy with less labeled training samples. This could help doctors diagnose Alzheimer’s disease more timely and accurately.