We report a proteogenome-wide analysis of intron retention (IR) in 84 human Alzheimer’s disease (AD) and 80 control brain samples, and two mouse models of amyloidosis. We identified 4,535 and 4,086 IR events in 2,173 human and 1,736 mouse genes, respectively. Strikingly, we found several intron-retaining mRNAs that escaped the nonsense-mediated decay pathway and were translated into proteins (e.g. PLEC in humans, an interlinking cytoskeleton molecule, and Farp1 in mice, functioning in synapse formation). We showed that IR enables identification of differentially expressed genes that conventional exon-level approaches do not reveal. We found that intron expression of HMBOX1, a natural killer cell regulator, was significantly correlated with AD severity in humans. By integrating IR, SNPs and DNase-seq data, we found evidence for BIN1 (Bridging Integrator 1) involvement in AD through IR. Finally, we built a Splicing Pathway-based Intron RegulatiOn Network (SPIRON) to explore splicing-level regulators of IR. This study opens new ways to search for AD biomarkers and pathology mechanisms.