In this prospective cohort of postmenopausal women, we report: (1) higher plasma 24‐OHC and 27‐OHC in relation to higher lipid levels, and (2) greater dementia and cognitive impairment risk in relation to a higher ratio of 24‐OHC/27‐OHC in APOE4+ and APOE3 carriers. This evidence concerns the gene APOE and dementia.