Alzheimer’s disease (AD) is a degenerative brain disease with a high and irreversible incidence. In recent years, because brain signals have complex nonlinear dynamics, there has been growing interest in studying complex changes in the time series of brain signals in patients with AD. We reviewed studies of complexity analyses of single-channel time series from electroencephalogram (EEG), magnetoencephalogram (MEG), and functional magnetic resonance imaging (fMRI) in AD and determined future research directions. A systematic literature search for 2000–2019 was performed in the Web of Science and PubMed databases, resulting in 126 identified studies. Compared to healthy individuals, the signals from AD patients have less complexity and more predictable oscillations, which are found mainly in the left parietal, occipital, right frontal, and temporal regions. This complexity is considered a potential biomarker for accurately responding to the functional lesion in AD. The current review helps to reveal the patterns of dysfunction in the brains of patients with AD and to investigate whether signal complexity can be used as a biomarker to accurately respond to the functional lesion in AD. We proposed further studies in the signal complexities of AD patients, including investigating the reliability of complexity algorithms and the spatial patterns of signal complexity. In conclusion, the current review helps to better understand the complexity of abnormalities in the AD brain and provide useful information for AD diagnosis.