This controlled randomized single-blind study evaluated the effects of cognitive training (CT), compared to active music therapy (AMT) and neuroeducation (NE), on initiative in patients with mild to moderate Alzheimer's disease (AD). Secondarily, we explored the effects of CT on episodic memory, mood, and social relationships. Thirty-nine AD patients were randomly assigned to CT, AMT, or NE. Each treatment lasted 3 months. Before, at the end, and 3 months after treatment, neuropsychological tests and self-rated scales assessed initiative, episodic memory, depression, anxiety, and social relationships. At the end of the CT, initiative significantly improved, whereas, at the end of AMT and NE, it was unchanged. Episodic memory showed no changes at the end of CT or AMT and a worsening after NE. The rates of the patients with clinically significant improvement of initiative were greater after CT (about 62%) than after AMT (about 8%) or NE (none). At the 3-month follow-up, initiative and episodic memory declined in all patients. Mood and social relationships improved in the three groups, with greater changes after AMT or NE. In patients with mild to moderate AD, CT can improve initiative and stabilize memory, while the non-cognitive treatments can ameliorate the psychosocial aspects. The combining of CT and non-cognitive treatments may have useful clinical implications.