The metabolism of docosahexaenoic acid (DHA), an omega-3 fatty acid, is different in carriers of APOE4, the main genetic risk factor for late-onset Alzheimer's disease. The brain relies on the plasma DHA pool for its need, but the plasma-liver-brain axis in relation to cognition remains obscure. We hypothesized that this relationship is compromised in APOE4 mice considering the differences in fatty acid metabolism between APOE3 and APOE4 mice. Male and female APOE3 and APOE4 mice were fed either a diet enriched with DHA (0.7 g DHA/100 g diet) or a control diet for 8 months. There was a significant genotype × diet interaction for DHA concentration in the liver and adipose tissue. In the cortex, a genotype effect was found where APOE4 mice had a higher concentration of DHA than APOE3 mice fed the control diet. There was a significant genotype × diet interaction for the liver and hippocampal arachidonic acid (AA). APOE4 mice had 20–30% lower plasma DHA and AA concentrations than APOE3 mice, independent of diet. Plasma and liver DHA levels were significantly correlated in APOE3 and APOE4 mice. In APOE4 mice, there was a significant correlation between plasma, adipose tissues, cortex DHA and the Barnes maze and/or with a better recognition index. Moreover, higher AA levels in the liver and the hippocampus of APOE4 mice were correlated with lower cognitive performance. Our results suggest that there is a plasma-liver-brain axis of DHA that is modified in APOE4 mice. Moreover, our data support that APOE4 mice rely more on plasma DHA than APOE3 mice, especially in cognitive performance. Any disturbance in plasma DHA metabolism might have a greater impact on cognition in APOE4 carriers.