Using MRI, a characteristic pattern of grey matter (GM) atrophy has been described in the early stages of Alzheimer's disease (AD); GM patterns at different stages of Parkinson's disease (PD) have been inconclusive. Few studies have directly compared structural changes in groups with mild cognitive impairment (MCI) caused by different pathologies (AD, PD). We used several analytical methods to determine GM changes at different stages of both PD and AD. We also evaluated associations between GM changes and cognitive measurements. Altogether 144 subjects were evaluated: PD with normal cognition (PD-NC; n = 23), PD with MCI (PD-MCI; n = 24), amnestic MCI (aMCI; n = 27), AD (n = 12), and age-matched healthy controls (HC; n = 58). All subjects underwent structural MRI and cognitive examination. GM volumes were analysed using two different techniques: voxel-based morphometry (VBM) and source-based morphometry (SBM), which is a multivariate method. In addition, cortical thickness (CT) was evaluated to assess between-group differences in GM. The cognitive domain z-scores were correlated with GM changes in individual patient groups. GM atrophy in the anterior and posterior cingulate, as measured by VBM, in the temporo-fronto-parietal component, as measured by SBM, and in the posterior cortical regions as well as in the anterior cingulate and frontal region, as measured by CT, differentiated aMCI from HC. Major hippocampal and temporal lobe atrophy (VBM, SBM) and to some extent occipital atrophy (SBM) differentiated AD from aMCI and from HC. Correlations with cognitive deficits were present only in the AD group. PD-MCI showed greater GM atrophy than PD-NC in the orbitofrontal regions (VBM), which was related to memory z-scores, and in the left superior parietal lobule (CT); more widespread limbic and fronto-parieto-occipital neocortical atrophy (all methods) differentiated this group from HC. Only CT revealed subtle GM atrophy in the anterior cingulate, precuneus, and temporal neocortex in PD-NC as compared to HC. None of the methods differentiated PD-MCI from aMCI. Both MCI groups showed distinct limbic and fronto-temporo-parietal neocortical atrophy compared to HC with no specific between-group differences. AD subjects displayed a typical pattern of major temporal lobe atrophy which was associated with deficits in all cognitive domains. VBM and CT were more sensitive than SBM in identifying frontal and posterior cortical atrophy in PD-MCI as compared to PD-NC. Our data support the notion that the results of studies using different analytical methods cannot be compared directly. Only CT measures revealed some subtle differences between HC and PD-NC.