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Background: Structural magnetic resonance imaging (sMRI) is vital for early Alzheimer's disease (AD) diagnosis, though confirming specific biomarkers remains challenging. Our proposed Multi-Scale Self-Attention Network (MUSAN) enhances classification of cognitively normal (CN) and AD individuals, distinguishing stable (sMCI) from progressive mild cognitive impairment (pMCI). Objective: This study leverages AD structural atrophy properties to achieve precise AD classification, combining different scales of brain region features. The ultimate goal is an interpretable algorithm for this method. Methods: The MUSAN takes whole-brain sMRI as input, enabling automatic extraction of brain region features and modeling of correlations between different scales of brain regions, and achieves personalized disease interpretation of brain regions. Furthermore, we also employed an occlusion sensitivity algorithm to localize and visualize brain regions sensitive to disease. Results: Our method is applied to ADNI-1, ADNI-2, and ADNI-3, and achieves high performance on the classification of CN from AD with accuracy (0.93), specificity (0.82), sensitivity (0.96), and area under curve (AUC) (0.95), as well as notable performance on the distinguish of sMCI from pMCI with accuracy (0.85), specificity (0.84), sensitivity (0.74), and AUC (0.86). Our sensitivity masking algorithm identified key regions in distinguishing CN from AD: hippocampus, amygdala, and vermis. Moreover, cingulum, pallidum, and inferior frontal gyrus are crucial for sMCI and pMCI discrimination. These discoveries align with existing literature, confirming the dependability of our model in AD research. Conclusion: Our method provides an effective AD diagnostic and conversion prediction method. The occlusion sensitivity algorithm enhances deep learning interpretability, bolstering AD research reliability. [ABSTRACT FROM AUTHOR]