<p>Patients with Alzheimer disease (AD) often experience neuropsychiatric symptoms, particularly anxious–depressive symptoms and sleep disturbances. These symptoms are associated with various factors related to AD, including amyloid-β and tau pathology, neurodegeneration, and cognitive decline, at different stages of the disease. However, it remains unclear whether anxious–depressive symptoms and sleep disturbances are merely symptoms or contribute as risk factors in the development and progression of AD. Consequently, there is a pressing need for a timely and informed discussion regarding these disturbances in AD. Here we discuss the most recent developments in understanding the etiology of anxious–depressive symptoms and sleep disturbances in AD, with a focus on how these symptoms interact with AD biomarkers to influence cognitive decline. Furthermore, we propose models of connections between anxious–depressive symptoms and/or sleep disturbances, AD biomarkers and cognition, aiming to inspire potential treatment plans for addressing these symptoms and exploring their impact on AD pathology and cognitive decline.</p>