Mild cognitive impairment (MCI) refers to mild objective cognitive deficits and is associated with the later development of Alzheimer's disease (AD). However, not all patients with MCI convert to AD. EEG spectral power has shown promise as a marker of progression, but brain oscillations in different frequencies are not isolated entities. Coupling between different frequency bands, so-called cross-frequency coupling (CFC), has been associated with memory function and may further contribute to our understanding of what characterizes patients with MCI who progress to AD. In the current study, we wanted to investigate the changes in gamma/theta CFC in patients with AD and MCI compared to HC and in patients with pMCI compared to patients with sMCI. Furthermore, we wanted to investigate the association with cognitive test scores. EEGs were included at baseline for 15 patients with AD, 25 patients with MCI, and 36 older HC, and the participants were followed for up to 3 years. To investigate CFC, we calculated the modulation index (MI), which has been shown to be less affected by noisy data compared to other techniques. We found that patients with pMCI showed a significantly lower global gamma/theta CFC compared to patients with sMCI. In addition, global gamma/theta CFC was significantly correlated with Addenbrooke's Cognitive Examination (ACE) score (p-value = 0.030, rho = 0.527). Although not significant, patients with AD and MCI showed a lower gamma/theta CFC compared to HC. These findings suggest that gamma/theta CFC is important for proper cognitive functioning and that a decrease in gamma/theta CFC in patients with MCI may be a sign of progression. Gamma/theta CFC may therefore serve as a progression marker in MCI, but larger studies are needed to validate these findings.