The present findings showed the nonlinear nature of the association between the plasma p‐τ181, GFAP, and NfL concentrations and risk of all‐cause dementia, with an exposure–response association being observed within a range of relatively low to intermediate levels of each plasma biomarker, and the risk of dementia reaching a plateau at the high end of each plasma biomarker level and at the low end for Aβ42/40. The gene discussed is GFAP; the disease is dementia.