Alzheimer’s disease is the most common form of dementia, and the prodromal phases of Alzheimer’s disease can last for decades. Vascular dementia is the second most common form of dementia and is distinguished from Alzheimer’s disease by evidence of previous stroke or hemorrhage and current cerebrovascular disease. A compiled group of vascular-related dementias (vascular dementia and unspecified dementia) is often referred to as non-Alzheimer dementia. Recent evidence indicates that preventing dementia by lifestyle interventions early in life with a focus on reducing cardiovascular risk factors is a promising strategy for reducing future risk. Approximately 40% of dementia cases is estimated to be preventable by targeting modifiable, primarily cardiovascular risk factors. The aim of this review is to describe the association between risk factors for atherosclerotic cardiovascular disease and the risk of Alzheimer’s disease and non-Alzheimer dementia by providing an overview of the current evidence and to shed light on possible shared pathogenic pathways between dementia and cardiovascular disease. The included risk factors are body mass index (BMI); plasma triglyceride-, high-density lipoprotein (HDL) cholesterol-, low-density lipoprotein (LDL) cholesterol-, and total cholesterol concentrations; hypertension; diabetes; non-alcoholic fatty liver disease (NAFLD); physical inactivity; smoking; diet; the gut microbiome; and genetics. Furthermore, we aim to disentangle the difference between associations of risk factors in midlife as compared with in late life.