Alzheimer's Disease (AD) is the most common cause of dementia and currently has no cure. Treatments targeting early stages of AD such as Mild Cognitive Impairment (MCI) may be most effective to deaccelerate AD, thus attracting increasing attention. However, MCI has substantial heterogeneity in that it can be caused by various underlying conditions, not only AD. To detect MCI due to AD, NIA-AA published updated consensus criteria in 2011, in which the use of multi-modality images was highlighted as one of the most promising methods. It is of great interest to develop a CAD system based on automatic, quantitative analysis of multi-modality images and machine learning algorithms to help physicians more adequately diagnose MCI due to AD. The challenge, however, is that multi-modality images are not universally available for many patients due to cost, access, safety, and lack of consent. We developed a novel Missing Modality Transfer Learning (MMTL) algorithm capable of utilizing whatever imaging modalities are available for an MCI patient to diagnose the patient's likelihood of MCI due to AD. Furthermore, we integrated MMTL with radiomics steps including image processing, feature extraction, and feature screening, and a post-processing for uncertainty quantification (UQ), and developed a CAD system called "ADMultiImg" to assist clinical diagnosis of MCI due to AD using multi-modality images together with patient demographic and genetic information. Tested on ADNI date, our system can generate a diagnosis with high accuracy even for patients with only partially available image modalities (AUC=0.94), and therefore may have broad clinical utility.