We investigated the genome-wide distribution of CNVs in the Alzheimer's disease (AD) Neuroimaging Initiative (ADNI) sample (146 with AD, 313 with Mild Cognitive Impairment (MCI), and 181 controls). Comparison of single CNVs between cases (MCI and AD) and controls shows overrepresentation of large heterozygous deletions in cases (p-value<0.0001). The analysis of CNV-Regions identifies 44 copy number variable loci of heterozygous deletions, with more CNV-Regions among affected than controls (p=0.005). Seven of the 44 CNV-Regions are nominally significant for association with cognitive impairment. We validated and confirmed our main findings with genome re-sequencing of selected patients and controls. The functional pathway analysis of the genes putatively affected by deletions of CNV-Regions reveals enrichment of genes implicated in axonal guidance, cell-cell adhesion, neuronal morphogenesis and differentiation. Our findings support the role of CNVs in AD, and suggest an association between large deletions and the development of cognitive impairment.