Dr. Kensuke Sasaki of Kyushu University in Fukuoka, Japan, says the study involved 2,587 people age 40-79 who had no signs of Alzheimer's disease.
After 10-15 years, the researchers examined 147 who died -- 50 of whom had been diagnosed with dementia before death, Sasaki says.
The autopsies looked for plaques and tangles in the brain, both known to be trademark signs of Alzheimer's disease.
The study, published in the journal Neurology, found a total of 86 percent of people with high cholesterol had brain plaques, compared with only 62 percent of people with low cholesterol levels.
In addition to high cholesterol increasing the risk of Alzheimer's disease, Sasaki previously found insulin resistance, a sign of diabetes, may be another risk factor for brain plaques associated with Alzheimer's disease.
"Our study clearly makes the point that high cholesterol may contribute directly or indirectly to plaques in the brain," Sasaki, the study author, says in a statement. "But failed treatment trials of cholesterol-lowering drugs in Alzheimer's disease means there is no simple link between lowering cholesterol and preventing Alzheimer's."