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Neuroinflammation and immune dysregulation play a key role in Alzheimer’s disease (AD) and are also associated with severe Covid-19 and neurological symptoms. Also, genome-wide association studies found many risk single nucleotide polymorphisms (SNPs) for AD and Covid-19. However, our understanding of underlying gene regulatory mechanisms from risk SNPs to AD, Covid-19 and phenotypes is still limited. To this end, we performed an integrative multi-omics analysis to predict gene regulatory networks for major brain regions from population data in AD. Our networks linked transcription factors (TFs) to TF binding sites (TFBSs) on regulatory elements to target genes. Comparative network analyses revealed cross-region-conserved and region-specific regulatory networks, in which many immunological genes are present. Furthermore, we identified a list of AD–Covid genes using our networks involving known and Covid-19 genes. Our machine learning analysis prioritized 36 AD–Covid candidate genes for predicting Covid severity. Our independent validation analyses found that these genes outperform known genes for classifying Covid-19 severity and AD. Finally, we mapped genome-wide association study SNPs of AD and severe Covid that interrupt TFBSs on our regulatory networks, revealing potential mechanistic insights of those disease risk variants. Our analyses and results are open-source available, providing an AD–Covid functional genomic resource at the brain region level.