Observational studies have shown a controversial relationship between dietary fat intake and Alzheimer's disease, and the causal effects are unclear. To assess the causal effects of total fat, saturated fat and polyunsaturated fat (PUF) intakes on the risk of Alzheimer's disease. A two-sample Mendelian randomisation analysis was performed using genome-wide association study summary statistics on different types of fat intake from UK Biobank (n = 51 413) and on late-onset Alzheimer's disease (LOAD; 4282 cases, n = 307 112) and all forms of Alzheimer's disease (6281 cases, n = 309 154) from the FinnGen consortium. In addition, a multivariable Mendelian randomisation (MVMR) analysis was conducted to estimate the effects independent of carbohydrate and protein intakes. Genetically predicted per standard deviation increase in the total fat and saturated fat intakes were associated with 44 and 38% higher risks of LOAD (total fat: odds ratio = 1.44, 95% CI 1.03-2.02; saturated fat: odds ratio = 1.38, 95% CI 1.002-1.90; P = 0.049). The associations remained significant in the MVMR analysis (total fat: odds ratio = 3.31, 95% CI 1.74-6.29; saturated fat: odds ratio = 2.04, 95% CI 1.16-3.59). Total fat and saturated fat intakes were associated with a higher risk of all forms of Alzheimer's disease in the MVMR analysis (total fat: odds ratio = 2.09, 95% CI 1.22-3.57; saturated fat: odds ratio = 1.60, 95% CI 1.01-2.52). The PUF intake was not associated with LOAD or all forms of Alzheimer's disease. This study indicated that total dietary fat intake, especially saturated fat, contributed to the risk of Alzheimer's disease, and the effects were independent of other nutrients. These findings informed prevention strategies and management for Alzheimer's disease directly towards reducing dietary saturated fat intake.