This work studied whether a blind source separation (BSS) and component selection procedure could increase the differences between Alzheimer's disease (AD) patients and control subjects' spectral and non-linear features of magnetoencephalogram (MEG) recordings. MEGs were acquired with a 148-channel whole-head magnetometer from 62 subjects (36 AD patients and 26 controls), who were divided randomly into training and test sets. MEGs were decomposed using the algorithm for multiple unknown signals extraction (AMUSE). The extracted AMUSE components were characterised with two spectral--median frequency and spectral entropy (SpecEn)--and two non-linear features: Lempel-Ziv complexity (LZC) and sample entropy (SampEn). One-way analysis of variance with age as a covariate was applied to the training set to decide which components had the most significant differences between groups. Then, partial reconstructions of the MEGs were computed with these significant components. In the test set, the accuracy and area under the ROC curve (AUC) associated with each partial reconstruction of the MEGs were compared with the case where no BSS-preprocessing was applied. This preprocessing increased the AUCs between 0.013 and 0.227, while the accuracy for SpecEn, LZC and SampEn rose between 6.4% and 22.6%, improving the separation between AD patients and control subjects.