Patients with late-onset Alzheimer's disease (LOAD) frequently manifest comorbid neuropsychiatric symptoms with depression and anxiety being most frequent, and individuals with major depressive disorder (MDD) have an increased prevalence of LOAD. This suggests shared etiologies and intersecting pathways between LOAD and MDD. We performed pleiotropy analyses using LOAD and MDD GWAS data sets from the International Genomics of Alzheimer's Project (IGAP) and the Psychiatric Genomics Consortium (PGC), respectively. We found a moderate enrichment for SNPs associated with LOAD across increasingly stringent levels of significance with the MDD GWAS association (LOAD|MDD), of maximum four and eightfolds, including and excluding the APOE-region, respectively. Association analysis excluding the APOE-region identified numerous SNPs corresponding to 40 genes, 9 of which are known LOAD-risk loci primarily in chromosome 11 regions that contain the SPI1 gene and MS4A genes cluster, and others were novel pleiotropic risk-loci for LOAD conditional with MDD. The most significant associated SNPs on chromosome 11 overlapped with eQTLs found in whole-blood and monocytes, suggesting functional roles in gene regulation. The reverse conditional association analysis (MDD|LOAD) showed a moderate level, ~sevenfold, of polygenic overlap, however, no SNP showed significant association. Pathway analyses replicated previously reported LOAD biological pathways related to immune response and regulation of endocytosis. In conclusion, we provide insights into the overlapping genetic signatures underpinning the common phenotypic manifestations and inter-relationship between LOAD and MDD. This knowledge is crucial to the development of actionable targets for novel therapies to treat depression preceding dementia, in an effort to delay or ultimately prevent the onset of LOAD.