Identifying progressive mild cognitive impairment (pMCI) and stable mild cognitive impairment (sMCI) plays a significant role in early Alzheimer's disease (AD) diagnosis, which can effectively boost the life quality of patients. Recently, convolutional neural network (CNN)- based methods using structural magnetic resonance imaging (sMRI) images have shown effective for AD identification. However, these CNN-based methods fail to effectively explore the feature extraction of disease-related multi-scale tissues, such as ventricles, hippocampi and cerebral cortex. To address this issue, we propose an end-to-end disease-related attentional UNet framework (DAUF) for identifying pMCI and sMCI, by embedding a devised dual disease-related attention module (D2AM) and a novel tree-structured feature fusion classifier (TFFC). Specifically, D2AM leverages the complementarity between feature maps and attention maps and the complementary features from the encoder and decoder, so as to highlight discriminative semantic and detailed features. Additionally, TFFC is a powerfully joint multi-scale feature fusion and classification head, by employing the homogeneity among multi-scale features, so that the discriminative features of the multi-scale tissues are adequately fused for enhancing classification performance. Finally, extensive experiments demonstrate the superior performance of DAUF, with the effectiveness of D2AM and TFFC on identifying pMCI and sMCI subjects.