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In this article, we focus on estimating the joint relationship between structural magnetic resonance imaging (sMRI) gray matter (GM), and multiple functional MRI (fMRI) intrinsic connectivity networks (ICNs). To achieve this, we propose a multilink joint independent component analysis (ml‐jICA) method using the same core algorithm as jICA. To relax the jICA assumption, we propose another extension called parallel multilink jICA (pml‐jICA) that allows for a more balanced weight distribution over ml‐jICA/jICA. We assume a shared mixing matrix for both the sMRI and fMRI modalities, while allowing for different mixing matrices linking the sMRI data to the different ICNs. We introduce the model and then apply this approach to study the differences in resting fMRI and sMRI data from patients with Alzheimer's disease (AD) versus controls. The results of the pml‐jICA yield significant differences with large effect sizes that include regions in overlapping portions of default mode network, and also hippocampus and thalamus. Importantly, we identify two joint components with partially overlapping regions which show opposite effects for AD versus controls, but were able to be separated due to being linked to distinct functional and structural patterns. This highlights the unique strength of our approach and multimodal fusion approaches generally in revealing potentially biomarkers of brain disorders that would likely be missed by a unimodal approach. These results represent the first work linking multiple fMRI ICNs to GM components within a multimodal data fusion model and challenges the typical view that brain structure is more sensitive to AD than fMRI.