Proteome-wide association study (PWAS) integrating proteomic data with genome-wide association study (GWAS) summary data is a powerful tool for studying Alzheimer's disease (AD) dementia. Existing PWAS analyses of AD often rely on the availability of individual-level proteomic and genetic data of a reference panel. Leveraging summary protein quantitative trait loci (pQTL) reference data of multiple AD-relevant tissues is expected to improve PWAS findings of AD dementia. We conducted PWAS of AD dementia by integrating publicly available summary pQTL data of brain, cerebrospinal fluid (CSF), and plasma tissues, with the latest GWAS summary data of AD dementia. For each target protein per tissue, we employed our recently published OTTERS tool to obtain omnibus PWAS p-value, to test whether the genetically regulated protein abundance in the corresponding tissue is associated with AD dementia. Protein-protein interactions and enriched pathways of identified significant PWAS risk genes were analyzed by STRING. The potential causal effects of these PWAS risk genes were assessed by probabilistic Mendelian randomization analyses. We identified 30 unique significant PWAS risk genes for AD dementia, including 11 for brain, 9 for CSF, and 16 for plasma tissues. Four of these were shared by at least two tissues, and gene MAPK3 was found in all three tissues. We found that 11 of these PWAS risk genes were associated with AD or AD pathological hall marks as shown in GWAS Catalog; 18 of these were detected by transcriptome-wide association studies (TWAS); and 25 of these, including 8 out of 9 novel genes, were interconnected within a protein-protein interaction network involving the well-known AD risk gene APOE. Especially, these PWAS risk genes were enriched in immune response, glial cell proliferation, and high-density lipoprotein particle clearance pathways. Mediated causal effects were validated for 13 PWAS risk genes (43.3%). Our findings provide novel insights into the genetic mechanisms of AD dementia in brain, CSF, and plasma tissues, and targets for developing therapeutic interventions. We also demonstrated the effectiveness of integrating summary pQTL and GWAS data for mapping risk genes of complex human diseases.