Dietary Fats and the Risk of Incident Alzheimer Disease, JAMA Neurology, 2003

We performed clinical evaluations on a stratified random sample of 815 community residents aged 65 years and older who were unaffected by Alzheimer disease at baseline.

After a mean follow-up of 3.9 years, 131 persons developed Alzheimer disease. Intakes of saturated fat and trans-unsaturated fat were positively associated with risk of Alzheimer disease. … Persons in the upper fifth of saturated-fat intake had 2.2 times the risk of incident Alzheimer disease compared with persons in the lowest fifth.

The observed associations were strong in magnitude for the different types of fat and not likely due to confounding by other factors.

People who ate the most saturated fat had more than double the risk for Alzheimer’s disease. Where do Americans get most of their saturated fat? From dairy food. This just out:

Milk Intake at Midlife and Cognitive Decline over 20 Years. The Atherosclerosis Risk in Communities (ARIC) Study, Nutrients, 29 August 2017

Big group, long follow-up:

A total of 13,751 participants of the Atherosclerosis Risk in Communities (ARIC) cohort completed a food frequency questionnaire and three neurocognitive evaluations from 1990 through 2013.

Results: Milk intake greater than 1 glass/day was associated with greater decline over a 20-year period. The difference was an additional 10% decline, relative to the group reporting “almost never” consuming milk.

There is also:

Dietary Fat Intake And The Risk Of Incident Dementia In The Rotterdam Study, Annals of Neurology, 1997

We investigated the association between fat intake and incident dementia among participants, age 55 years or older, from the population-based prospective Rotterdam Study. Food intake of 5,386 nondemented participants was assessed at baseline with a semiquantitative food-frequency questionnaire. At baseline and after an average of 2.1 years of follow-up, we screened for dementia with a three-step protocol that included a clinical examination. … After adjustment for age, sex, education, and energy intake, high intakes of the following nutrients were associated with an increased risk of dementia: total fat (RR = 2.4 [1.1–5.2]), saturated fat (RR = 1.9 [0.9–4.0]), and cholesterol (RR = 1.7 [0.9–3.2]).

High intake of total fat: 2.4 times the risk
High intake of saturated fat: 1.9 times the risk
High intake of cholesterol: 1.7 times the risk

There is clearly something going on with either saturated fat, or food sources of saturated fat, such as dairy food.