In this work, we formulate a clustering-induced multi-task learning method for feature selection in Alzheimer's Disease (AD) or Mild Cognitive Impairment (MCI) diagnosis. Unlike the previous methods that often assumed a unimodal data distribution, we take into account the underlying multipeak distribution of classes. The rationale for our approach is that it is likely for neuroimaging data to have multiple peaks or modes in distribution due to the inter-subject variability. In this regard, we use a clustering method to discover the multipeak distributional characteristics and define subclasses based on the clustering results, in which each cluster covers a peak. We then encode the respective subclasses, i.e., clusters, with their unique codes by imposing the subclasses of the same original class close to each other and those of different original classes L2,1-penalized regression framework by taking the codes as new label vectors of our training samples, through which we select features for classification. In our experimental results on the ADNI dataset, we validated the effectiveness of the proposed method by achieving the maximal classification accuracies of 95.18% (AD/Normal Control: NC), 79.52% (MCI/NC), and 72.02% (MCI converter/MCl non-converter), outperforming the competing single-task learning method.