Background While there is no cure for Alzheimer’s disease (AD), early diagnosis and accurate prognosis of AD may enable or encourage lifestyle changes, neurocognitive enrichment, and interventions to slow the rate of cognitive decline. The goal of our study was to develop and evaluate a novel deep learning algorithm to predict mild cognitive impairment (MCI) to AD conversion at three years after diagnosis using longitudinal and whole-brain 3D MRI. Methods This retrospective study consisted of 320 normal cognition (NC), 554 MCI, and 237 AD patients. Longitudinal data include T1-weighted 3D MRI obtained at initial presentation with diagnosis of MCI and at 12-month follow up. Whole-brain 3D MRI volumes were used without a priori segmentation of regional structural volumes or cortical thicknesses. MRIs of the AD and NC cohort were used to train a deep learning classification model to obtain weights to be applied via transfer learning for prediction of MCI patient conversion to AD at three years post-diagnosis. Two (zero-shot and fine tuning) transfer learning methods were evaluated. Three different convolutional neural network (CNN) architectures (sequential, residual bottleneck, and wide residual) were compared. Data were split into 75% and 25% for training and testing, respectively, with 4-fold cross validation. Prediction accuracy was evaluated using balanced accuracy. Heatmaps were generated. Results The sequential convolutional approach yielded slightly better performance than the residual-based architecture, the zero-shot transfer learning approach yielded better performance than fine tuning, and CNN using longitudinal data performed better than CNN using a single timepoint MRI in predicting MCI conversion to AD. The best CNN model for predicting MCI conversion to AD at three years after diagnosis yielded a balanced accuracy of 0.793. Heatmaps of the prediction model showed regions most relevant to the network including the lateral ventricles, periventricular white matter and cortical gray matter. Conclusions This is the first convolutional neural network model using longitudinal and whole-brain 3D MRIs without extracting regional brain volumes or cortical thicknesses to predict future MCI to AD conversion at 3 years after diagnosis. This approach could lead to early prediction of patients who are likely to progress to AD and thus may lead to better management of the disease.