Alzheimer's disease (AD) is a complex multifactorial disease influenced by both genetic and epigenetic factors. This study was aimed to evaluate the interaction between brain-derived neurotrophic factor (BDNF) promoter methylation status and tag single nucleotide polymorphisms (tag SNPs) on amnestic mild cognitive impairment (aMCI) and its conversion to AD. A total of 506 aMCI patients and 728 cognitive normal controls were included in the cross-sectional analysis. Patients (n = 458) from aMCI cohort were selected in the 5-year longitudinal study and classified into two groups: aMCI-stable group (n = 330) and AD-conversion group (n = 128). BDNF promoter methylation was detected by bisulfite-PCR amplification and pyrosequencing. Seven tag SNPs were genotyped by matrix-assisted laser desorption ionization time-of-flight mass spectrometry (MALDI-TOF MS). Elevation of BDNF promoter methylation status was associated with aMCI and AD conversion. The higher methylation levels at CpG5 site showed significant main interactive effects between group and time (F = 8.827, p = 0.005). Genetic analysis revealed rs2030324 and rs6265 were associated with aMCI and rs6265 was associated with AD conversion. The interaction between DNA methylation of CpG5 and AA genotype of rs6265 had a risk role in the development of aMCI (p = 0.019, OR = 1.233, 95% CI: 1.117-1.303) and its progression to AD (p = 0.003, OR = 1.399, 95% CI: 1.198-1.477). The interactions between DNA methylation (CpG5) of the BDNF gene promoter and the tag SNP (rs6265) play important roles in the etiology of aMCI and its conversion to AD.