Lung cancer is the most common malignancy and is responsible for the largest cancer-related mortality worldwide. Alzheimer’s disease is a degenerative neurological disease that burdens healthcare worldwide. While the two diseases are distinct, several transcriptomic studies have demonstrated they are linked. However, no concordant conclusion on how they are associated has been drawn. Since these studies utilized conventional bioinformatics methods, such as the differentially expressed gene (DEG) analysis, it is naturally expected that the proportion of DEGs having either the same or inverse directions in lung cancer and Alzheimer’s disease is substantial. This raises the inconsistency. Therefore, a novel bioinformatics method capable of determining the direction of association is desirable. In this study, the moderated t-tests were first used to identify DEGs that are shared by the two diseases. For the shared DEGs, separate autoencoder (AE) networks were trained to extract a one-dimensional representation (pseudogene) for each disease. Based on these pseudogenes, the association direction between lung cancer and Alzheimer’s disease was inferred. AE networks based on 266 shared DEGs revealed a comorbidity relationship between Alzheimer’s disease and lung cancer. Specifically, Spearman’s correlation coefficient between the predicted values using the two AE networks for the Alzheimer’s disease test set was 0.825 and for the lung cancer test set was 0.316. Novel bioinformatics methods such as an AE network may help decipher how distinct diseases are associated by providing the refined representations of dysregulated genes.