The objective was to study the association between cerebrospinal fluid (CSF) levels of amyloid-β (Aβ)(1-42), t-tau, and p-tau and cognitive performance along the Alzheimer's disease (AD) continuum from healthy subjects to AD patients and, specifically, among patients in the pre-dementia stage of the disease. A total of 101 subjects were studied: 19 healthy controls (CTR), 17 subjects with subjective memory complaints (SMC), 47 with mild cognitive impairment (MCI), and 18 AD patients. Only memory performance significantly correlated with CSF levels of Aβ(1-42), t-tau, and p-tau along the AD continuum. Subgroup analyses revealed that in SMC patients Aβ(1-42) levels positively correlated with the total recall score of the Free and Cued Selective Reminding Test (FCRST) (r = 0.666; p < 0.005), Digit Span (r = 0.752; p < 0.005), and CERAD world list learning (r = 0.697; p < 0.005). In MCI patients, a significant inverse correlation was found between the word list recall score from the CERAD and t-tau (r = -0.483; p < 0.005) and p-tau levels (r = -0.495; p < 0.005), as well as between the total recall subtest score from the FCRST and both t-tau (r = -0.420; p < 0.005) and p-tau levels (r = -0.422; p < 0.005). No significant correlations were found between other aspects of cognition and CSF levels in CTR or AD patients. These results indicate that memory performance is related to Aβ(1-42) levels in SMC, while it is associated with tau in the prodromal stage of the disease. This suggests that in the continuum from healthy aging to AD, memory performance is first related with Aβ(1-42) levels and then with t-tau or p-tau, before becoming independent of biomarker levels in the dementia stage.