One of the major causes of death in developing nations is the Alzheimer’s Disease (AD). For the treatment of this illness, is crucial to early diagnose mild cognitive impairment (MCI) and AD, with the help of feature extraction from magnetic resonance images (MRI). This paper proposes a 4-way classification of 3D MRI images using an ensemble implementation of 3D Densely Connected Convolutional Networks (3D DenseNets) models. The research makes use of dense connections that improve the movement of data within the model, due to having each layer linked with all the subsequent layers in a block. Afterwards, a probability-based fusion method is employed to merge the probabilistic output of each unique individual classifier model. Available through the ADNI dataset, preprocessed 3D MR images from four subject groups (i.e., AD, healthy control, early MCI, and late MCI) were acquired to perform experiments. In the tests, the proposed approach yields better results than other state-of-the-art methods dealing with 3D MR images.