The detection of neurological diseases is vital for enhancing patient quality of life and alleviating economic burdens on healthcare systems. This doctoral research investigates the challenges and limitations of current Deep Learning techniques in the realm of MRI data analysis. It introduces a new generation of methods for enhanced diagnostic accuracy, generalizability, and interpretability in various clinical scenarios, encompassing both single and multiple disease diagnosis. The research encompasses various studies, exploring innovative diagnostic methods and biomarkers, assessing their potential in multi-disease diagnosis.