Alzheimer’s disease (AD) is a chronic neurodegenerative disease, which leads to impairment of cognition and memory. The heat shock protein 70 (HSP70) family plays an important role in the pathogenesis of AD. It is known to regulate protein misfolding in a variety of diseases, including inhibition of Aβ aggregation and NFT formation in AD. As yet, the diagnostic molecular markers of AD remain unclear. Herein, we sought to investigate molecular markers of HSP70 family that can affect diagnosis and treatment in AD through computational analysis. In this study, the intersection between HSP70 family members and immune molecules was taken to screen immune-related HSP70 family genes. Based on the datasets from the NCBI-Gene Expression Omnibus (GEO) database, we found that the expression levels of HSPA1A and HSPA2 were significantly increased in AD samples, while HSPA8 significantly decreased. Surprisingly, the combination of the 3 hub genes had a good diagnosis of AD via receiver operating characteristic curve (ROC). Moreover, the clinical value of the 3 hub genes was further assessed by the Spearman correlation analysis with AD-related genes, β-secretase activity, and γ-secretase activity. In terms of immune cell infiltration, we showed that the distribution of seven immune cell types (macrophages M2, neutrophils, T cells CD4 memory activated, macrophages M0, NK cells activated, plasma cells, and T cells follicular helper) was associated with the occurrence of AD by CIBERSORT. Furthermore, our data suggested that EP300, MYC, TP53, JUN, CREBBP, and ESR1 might be key transcription factors (TFs) for the 3 hub genes. In general, these findings suggest that HSPA1A, HSPA2, and HSPA8 are potential molecular biomarkers for prognosis among HSP70 family in AD, and it provides a new perspective on diagnostic and therapeutic targets for AD.