Alterations in gene expression resulting from Alzheimer's disease have received considerable attention in recent years. Although expression has been investigated separately in whole brain tissue, in astrocytes and in neurons, a rigorous comparative study quantifying the relative utility of these sources in predicting the progression of Alzheimer's disease has been lacking. Here we analyze gene expression from neurons, astrocytes and whole tissues across different brain regions, and compare their ability to predict Alzheimer's disease progression by building pertaining classification models based on gene expression sets annotated to different biological processes. Remarkably, we find that predictions based on neuronal gene expression are significantly more accurate than those based on astrocyte or whole tissue expression. The findings explicate the central role of neurons, particularly as compared to glial cells, in the pathogenesis of Alzheimer's disease, and emphasize the importance of measuring gene expression in the most relevant (pathogenically 'proximal') single cell types.