Decline in cognitive functions including memory, processing speed and executive processes, has been associated with ageing for sometime. It is understood that every human will go through this process, but some will go through it faster, and for some this process starts earlier. Differentiating between cognitive decline due to a pathological process and normal ageing is an ongoing research challenge. According to the definition of the World Health Organization (WHO), dementia is an umbrella term for a number of diseases affecting memory and other cognitive abilities and behaviour that interfere significantly with the ability to maintain daily living activities. Although a cure for dementia has not been found yet, it is often stressed that early identification of individuals at risk of dementia can be instrumental in treatment and management. Mild Cognitive Impairment (MCI) is considered to be a prodromal condition to dementia, and patients with MCI have a higher probability of progressing to certain types of dementia, the most common being Alzheimer's Disease (AD). Epidemiological studies suggest that the progression rate from MCI to dementia is around 10-12\% annually, while much lower in the general elderly population. Therefore, accurate and early diagnosis of MCI may be useful, as those patients can be closely monitored for progression to dementia. Traditionally, clinicians use a number of neuropsychological tests (also called NM features) to evaluate and diagnose cognitive decline in individuals. In contrast, computer aided diagnostic techniques often focus on medical imaging modalities such as magnetic resonance imaging (MRI) and positron emission tomography (PET). This thesis utilises machine learning and deep learning techniques to leverage both of these data modalities in a single end-to-end pipeline that is robust to missing information. A number of techniques have been designed, implemented and validated to diagnose different types of cognitive impairment including mild cognitive impairment and its subtypes as well as dementia, initially directly from NM features, and then in fusion with medical imaging features. The novel techniques proposed by this thesis build end-to-end deep learning pipelines that are capable of learning to extract features and engineering combinations of features to yield the best performance. The proposed deep fusion pipeline is capable of fusing data from multiple disparate modalities of vastly different dimensions seamlessly. Survival analysis techniques are often used to understand the progression and time till an event of interest. In this thesis, the proposed deep survival analysis techniques are used to better understand the progression to dementia. They also enable the use of imaging data seamlessly with NM features, which is the first such approach as far as is known. The techniques are designed, implemented and validated across two datasets; an in-house dataset and a publicly available dataset adding an extra layer of cross validation. The proposed techniques can be used to differentiate between cognitively impaired and cognitively normal individuals and gain better insights on their subsequent progression to dementia.