Alzheimer's disease (AD) is one kind of degenerative diseases of the central nervous system, constituting a major social problem and economic threat around the world. Early diagnosis and intervention are the keys to its prevention and treatment. The traditional diagnosis system based on clinical experience and biomarkers has many limitations. A completely new "digital biomarkers" diagnostic system based on wearable devices is being constructed with the rapid development on artificial intelligence, 5G network and other technologies. This article will comprehensively describe the research progress on wearable devices which used to capture different cognitive-related signals such as memory, visual space, speech, executive functions in the construction of AD "digital biomarkers" diagnosis system, and forecast its application prospect in the future diagnosis, prevention and treatment of AD.