Alzheimer’s disease (AD) is a progressive disease that leads to irreversible behavioral changes, erratic emotions, and loss of motor skills. These conditions make people with AD hard or almost impossible to take care of. Multiple internal and external pathological factors may affect or even trigger the initiation and progression of AD. DNA methylation is one of the most effective regulatory roles during AD pathogenesis, and pathological methylation alterations may be potentially different in the various brain structures of people with AD. Although multiple loci associated with AD initiation and progression have been identified, the spatial distribution patterns of AD-associated DNA methylation in the brain have not been clarified. According to the systematic methylation profiles on different structural brain regions, we applied multiple machine learning algorithms to investigate such profiles. First, the profile on each brain region was analyzed by the Boruta feature filtering method. Some important methylation features were extracted and further analyzed by the max-relevance and min-redundancy method, resulting in a feature list. Then, the incremental feature selection method, incorporating some classification algorithms, adopted such list to identify candidate AD-associated loci at methylation with structural specificity, establish a group of quantitative rules for revealing the effects of DNA methylation in various brain regions (i.e., four brain structures) on AD pathogenesis. Furthermore, some efficient classifiers based on essential methylation sites were proposed to identify AD samples. Results revealed that methylation alterations in different brain structures have different contributions to AD pathogenesis. This study further illustrates the complex pathological mechanisms of AD.