Analysis of UK Biobank data revealed that highest exposure to PM2.5 fine particulate matter increases dementia risk by 14%, with nitrogen oxides (NOx) raising risk 11% and NO2 by 8%. The study examined 4 potential mediating pathways—cardiovascular disease, mental health issues, insufficient exercise, and social isolation—but found these accounted for only 1% of the total risk increase. Most dementia risk from air pollution operates through direct mechanisms not captured by traditional cardiovascular or lifestyle pathways. This suggests pollutants may directly damage brain tissue through neuroinflammation, blood-brain barrier disruption, or oxidative stress rather than working primarily through heart disease or reduced physical activity. The finding challenges assumptions that air pollution harms the brain mainly by affecting cardiovascular health first. For practical prevention, this implies that reducing air pollution exposure—through air purifiers, avoiding high-traffic areas, or policy interventions—may protect cognitive health through multiple biological pathways. However, this preprint study awaits peer review, and the observational design cannot definitively establish causation. The research confirms air pollution as a meaningful dementia risk factor while revealing that protective mechanisms remain poorly understood.