Alzheimer's disease (AD) is recognized to have a long presymptomatic period, during which there is progressive accumulation of molecular pathology, followed by inexorable neuronal damage. The ability to identify presymptomatic individuals with evidence of neurodegenerative change, to stage their disease, and to track progressive changes will be important for early diagnosis and for prevention trials. Despite recent advances, particularly in magnetic resonance imaging, our ability to identify early neurodegenerative changes reliably is limited. The development of diffusion-weighted magnetic resonance imaging, which is sensitive to microstructural changes not visible with conventional volumetric techniques, has led to a number of diffusion imaging studies in AD; these have largely focused on white matter changes. However, in AD cerebral grey matter is affected very early, with pathological studies suggesting that grey matter changes predate those in white matter. In this article we review the growing number of studies that assess grey matter diffusivity changes in AD. Although use of the technique is still at a relatively early stage, results so far have been promising. Initial studies identified changes in diffusion measures in the hippocampi of patients with mild cognitive impairment, which predated macroscopic volume loss, with positive predictive value for progression to AD dementia. More recent studies have identified abnormalities in multiple neocortical areas (particularly the posterior cingulate) at various stages of disease progression. Studies of patients who carry genetic mutations predisposing to autosomal dominant familial AD have shown cortical and subcortical grey matter diffusivity changes several years before the expected onset of the first clinical symptoms. The technique is not without potential methodological difficulties, especially relating to partial volume effects, although recent advances appear to be reducing such issues. Going forward, further utilization of grey matter diffusion measurements in AD may improve our understanding with regards to the timing and nature of the earliest presymptomatic neurodegenerative changes. This imaging technique may also be useful in comparing and contrasting subtle variations in different disease subgroups, and as a sensitive outcome measure for presymptomatic clinical trials in AD and other neurodegenerative diseases.