Pre-synaptic secretion of brain-derived neurotrophic factor (BDNF) from noradrenergic neurons may protect the Alzheimer's disease (AD) brain from amyloid pathology. While the BDNF polymorphism (rs6265) is associated with faster cognitive decline and increased hippocampal atrophy, a replicable genetic association of BDNF with AD risk has yet to be demonstrated. This could be due to masking by underlying epistatic interactions between BDNF and other loci that encode proteins involved in moderating BDNF secretion (DBH and Sortilin). We performed a multi-cohort case-control association study of the BDNF, DBH, and SORT1 loci comprising 5,682 controls and 2,454 AD patients from Northern Europe (87% of samples) and Spain (13%). The BDNF locus was associated with increased AD risk (odds ratios; OR = 1.1-1.2, p = 0.005-0.3), an effect size that was consistent in the Northern European (OR = 1.1-1.2, p = 0.002-0.8) but not the smaller Spanish (OR = 0.8-1.6, p = 0.4-1.0) subset. A synergistic interaction between BDNF and sex (synergy factor; SF = 1.3-1.5 p = 0.002-0.02) translated to a greater risk of AD associated with BDNF in women (OR = 1.2-1.3, p = 0.007-0.00008) than men (OR = 0.9-1.0, p = 0.3-0.6). While the DBH polymorphism (rs1611115) was also associated with increased AD risk (OR = 1.1, p = 0.04) the synergistic interaction (SF = 2.2, p = 0.007) between BDNF (rs6265) and DBH (rs1611115) contributed greater AD risk than either gene alone, an effect that was greater in women (SF = 2.4, p = 0.04) than men (SF = 2.0, p = 0.2). These data support a complex genetic interaction at loci encoding proteins implicated in the DBH-BDNF inflammatory pathway that modifies AD risk, particularly in women.