This latest study was featured in the journal Jama Network Open.
Researchers looked at over 440,000 DNA samples.
According to the study, they believe HDL cholesterol, or the "good" cholesterol, might upset the balance of a protein that plays a role in dementia.
There's not much one can do to avoid the risk since it's all genetics. So, experts say to remain focused on behaviors that increase the risk.
That includes things like smoking or alcohol consumption.