The primary objective of imaging genetics research is to investigate the complex genotype-phenotype association for the disease under study. For example, to understand the impact of genetic variations over the brain functions and structure, the genotypic data such as single nucleotide polymorphism (SNP) is integrated with the phenotypic data such as imaging quantitative traits. The sparse models, based on canonical correlation analysis (CCA), are popular in this area to find the complex bi-multivariate genotype-phenotype association, as the number of features in genotypic and/or phenotypic data is significantly higher as compared to the number of samples. However, the sparse CCA based methods are, in general, unsupervised in nature, and fail to identify the diagnose-specific features those play an important role for the diagnosis and prognosis of the disease under study. In this regard, a new supervised model is proposed to study the complex genotype-phenotype association, by judiciously integrating the merits of CCA, linear discriminant analysis (LDA) and multi-task learning. The proposed model can identify the diagnose-specific as well as the diagnose-consistent features with significantly lower computational complexity. The performance of the proposed method, along with a comparison with the state-of-the-art methods, is evaluated on several synthetic data sets and one real imaging genetics data collected from Alzheimer's Disease Neuroimaging Initiative (ADNI) cohort. In the current study, the SNP as genetic data and resting state functional MRI ( fMRI) as imaging data are integrated to find the complex genotype-phenotype association. An important finding is that the proposed method has better correlation value, improved noise resistance and stability, and also has better feature selection ability. All the results illustrate the power and capability of the proposed method to find the diagnostic group-specific imaging genetic association, which may help to understand the neurodegenerative disorder in a more comprehensive way.