Apolipoprotein E (APOE) has an important role in the multiple trajectories of cognitive aging. However, environmental variables and other genes mediate the impact of APOE on cognition. Our main objective was to analyze the effect of APOE genotype on cognition and its interactions and relationships with sex, age, lipid profile, C-reactive protein (CRP) and Brain derived neurotrophic factor (BDNF) genotype in a sample of 648 healthy subjects over 50 years of age with a comprehensive neuropsychological assessment. Our results showed that APOE ε2 carriers performed better in the Verbal Memory (p = 0.002) and Fluency Domains (p = 0.001). When we studied the effect of sex, we observed that the beneficial effect of APOE ε2 on the normalized values of these cognitive domains occurred only in females (β = 0.735; 95% CI, 0.396-1.074; p = 3.167·10 -5 and β = 0.568; 95% CI, 0.276-0.861; p = 1.853·10 -4, respectively). Similarly, the sex-specific effects of APOE ε2 were further observed on lipidic and inflammation biomarkers. In the whole sample, APOE ε2 carriers showed significantly lower levels of total cholesterol (TC), low-density lipoprotein-cholesterol (LDL-C) and CRP. These differences were found only among females. Furthermore, TC and LDL-C mediated the protective effect of APOE ε2 on cognition in the whole sample and TC in females, providing candidate physiological mechanisms for the observed genetic effects. Our results show that the neuroprotective role of APOE ε2 in cognition varies with sex and that the lipidic profile partially mediates this protection.© The Author(s) 2020. Published by Oxford University Press on behalf of The Gerontological Society of America. All rights reserved. For permissions, please e-mail: email@example.com.