The APOE4 allele is the strongest genetic risk factor for sporadic Alzheimer disease (AD). Case-control studies suggest the APOE4 link to AD is stronger in women. We examined the APOE4-by-sex interaction in conversion risk (from healthy aging to mild cognitive impairment (MCI)/AD or from MCI to AD) and cerebrospinal fluid (CSF) biomarker levels. Cox proportional hazards analysis was used to compute hazard ratios (HRs) for an APOE-by-sex interaction on conversion in controls (n = 5,496) and MCI patients (n = 2,588). The interaction was also tested in CSF biomarker levels of 980 subjects from the Alzheimer's Disease Neuroimaging Initiative. Among controls, male and female carriers were more likely to convert to MCI/AD, but the effect was stronger in women (HR = 1.81 for women; HR = 1.27 for men; interaction: p = 0.011). The interaction remained significant in a predefined subanalysis restricted to APOE3/3 and APOE3/4 genotypes. Among MCI patients, both male and female APOE4 carriers were more likely to convert to AD (HR = 2.16 for women; HR = 1.64 for men); the interaction was not significant (p = 0.14). In the subanalysis restricted to APOE3/3 and APOE3/4 genotypes, the interaction was significant (p = 0.02; HR = 2.17 for women; HR = 1.51 for men). The APOE4-by-sex interaction on biomarker levels was significant for MCI patients for total tau and the tau-to-Aβ ratio (p = 0.009 and p = 0.02, respectively; more AD-like in women). APOE4 confers greater AD risk in women. Biomarker results suggest that increased APOE-related risk in women may be associated with tau pathology. These findings have important clinical implications and suggest novel research approaches into AD pathogenesis. © 2014 American Neurological Association.