Background: The APOE ε4 allele is a risk factor for Alzheimer’s disease (AD). APOE ε4 is common in non-demented subjects with cognitive impairment. In both healthy people and people with AD, its prevalence has a north-south gradient across Europe. In the present study, we investigated whether the relation between the APOE ε4 allele and cognitive impairment varied across Northern, Middle and Southern Europe. We also investigated whether a north-south gradient existed in subjects with subjective cognitive impairment (SCI), amnestic mild cognitive impairment (MCI) and non-amnestic MCI. Methods: Data from 16 centers across Europe were analyzed. Results: A north-south gradient in APOE ε4 prevalence existed in the total sample (62.7% for APOE ε4 carriers in the northern region, 42.1% in the middle region, and 31.5% in the southern region) and in subjects with SCI and amnestic MCI separately. Only in Middle Europe was the APOE ε4 allele significantly associated with poor performance on tests of delayed recall and learning, as well as with the amnestic subtype of MCI. Conclusion: The APOE ε4 allele frequencies in subjects with SCI and amnestic MCI have a north-south gradient. The relation between the APOE ε4 allele and cognition is region dependent.