To investigate the cognitive profile of healthy individuals with increased Cardiovascular Risk Factors, Aging and Dementia (CAIDE) dementia risk score and to explore whether this association is related to vascular burden and CSF biomarkers of amyloidosis and neurodegeneration. Cognitively normal participants (mean age 57.6 years) from the Gipuzkoa Alzheimer Project study were classified as having high risk (HR; n = 82) or low risk (LR; n = 293) for dementia according to a CAIDE score cutoff of 9. Cognitive composites were compared between groups. We explored using generalized linear models the role of APOE genotype, MRI white matter hyperintensities (WMH), and CSF (n = 218) levels of β-amyloid1-42 (Aβ1-42), total tau (t-tau), and phosphorylated tau (p-tau) in the association between CAIDE score and cognition. HR participants obtained lower scores on executive function (EF) (p = 0.001) and visual perception and construction (VPC) (p < 0.001) composites. EF composite was associated with CAIDE score × p-tau (p = 0.001), CAIDE score × t-tau (p = 0.001), and WMH (p = 0.003). VPC composite was associated with APOE (p = 0.001), Aβ1-42 (p = 0.004), the interaction APOE × Aβ1-42 (p = 0.003), and WMH (p = 0.004). Performance on global memory was associated with Aβ1-42 (p = 0.006), APOE (p = 0.008), and their interaction (p = 0.006). Analyses were adjusted for age, education, sex, premorbid intelligence, and stress. Healthy participants at increased dementia risk based on CAIDE scores show lower performance in EF and VPC. This difference is related to APOE, WMH, and Alzheimer biomarkers.