Background Alzheimer’s disease (AD) is a neurodegenerative and heterogeneous disorder with complex etiology. Mild cognitive impairment (MCI) may represent an intermediate stage of AD, and the ability to identify MCI patients at greater risk of conversion to AD could guide personalized treatments. This study sought to develop a methylation risk score predictive of conversion from MCI to AD using publicly available blood DNA methylation (DNAm) data. Methods Using blood DNA methylation data from an epigenome-wide association study of AD that included 111 subjects with MCI, a methylation risk score of MCI conversion was created using an elastic-net framework. The elastic-net model was trained with a high-variance subset of the DNAm data, age and sex as predictors. Results The final model included three CpG sites: SLC6A3 (cg09892121) and TRIM62 (cg25342005), with a third (cg17292662) near the genes ATP6V1H and RGS20. A significant difference (p < 0.0001, t-test) was observed in the scores for MCI stable subjects compared with MCI converters. No statistically significant difference was observed between AD subjects and controls, suggesting specificity of the risk score for susceptibility to conversion. Conclusions The ability to identify MCI patients at greater risk of progression could inform early interventions and is a critical component in mitigation strategies for AD. This study provides insight into a potential role for epigenetics in the development of a multi-omic risk score of conversion.