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Subjective cognitive decline (SCD) is a preclinical stage of Alzheimer's disease (AD) which occurs even before mild cognitive impairment (MCI). Progressive SCD will convert to MCI with the potential of further evolving to AD. Therefore, early identification of progressive SCD with neuroimaging techniques (e.g., structural MRI) is of great clinical value for early intervention of AD. However, existing MRI-based machine/deep learning methods usually suffer the small-sample-size problem which poses a great challenge to related neuroimaging analysis. The central question we aim to tackle in this paper is how to leverage related domains (e.g., AD/NC) to assist the progression prediction of SCD. Meanwhile, we are concerned about which brain areas are more closely linked to the identification of progressive SCD. To this end, we propose an attention-guided autoencoder model for efficient cross-domain adaptation which facilitates the knowledge transfer from AD to SCD. The proposed model is composed of four key components: 1) a feature encoding module for learning shared subspace representations of different domains, 2) an attention module for automatically locating discriminative brain regions of interest defined in brain atlases, 3) a decoding module for reconstructing the original input, 4) a classification module for identification of brain diseases. Through joint training of these four modules, domain invariant features can be learned. Meanwhile, the brain disease related regions can be highlighted by the attention mechanism. Extensive experiments on the publicly available ADNI dataset and a private CLAS dataset have demonstrated the effectiveness of the proposed method. The proposed model is straightforward to train and test with only 5-10 seconds on CPUs and is suitable for medical tasks with small datasets.