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.