Alzheimer’s Disease is a complex, multifactorial, and comorbid condition. The asymptomatic behavior in the early stages makes the identification of the disease onset particularly challenging. Mild cognitive impairment (MCI) is an intermediary stage between the expected decline of normal aging and the pathological decline associated with dementia. The identification of risk factors for MCI is thus sorely needed. Self-reported personal information such as age, education, income level, sleep, diet, physical exercise, etc. is called to play a key role not only in the early identification of MCI but also in the design of personalized interventions and the promotion of patients empowerment. In this study, we leverage a large longitudinal study on healthy aging in Spain, to identify the most important self-reported features for future conversion to MCI. Using machine learning (random forest) and permutation-based methods we select the set of most important self-reported variables for MCI conversion which includes among others, subjective cognitive decline, educational level, working experience, social life, and diet. Subjective cognitive decline stands as the most important feature for future conversion to MCI across different feature selection techniques.