Poor sleep quality was associated with worse cognition (all P < 0.01), faster hippocampal atrophy (all P < 0.05), and increased AD risk (HR = 1.05 in UKB; HR = 1.37 in ADNI, all P < 0.05). Notably, the APOE ε4 allele intensified the effects of poor sleep on cognitive decline, hippocampal atrophy, and AD risk (all P for interaction < 0.05). Good sleep, however, mitigated these effects. Proteomic analyses suggested that growth differentiation factor 15 (GDF15)-enriched pathways may underlie these interactions.