The prevention of neurodegenerative dementias, such as Alzheimer disease, is a growing public health concern, because of a lack of effective curative treatment options and a rising global prevalence. Various potential risk or preventive factors have been suggested by epidemiologic research, including modifiable lifestyle factors, such as social contacts, leisure activities, physical exercise, and diet, as well as some preventive pharmacologic strategies, such as hormone replacement therapy, nonsteroidal antiinflammatory drugs, and Ginkgo biloba. Some factors have been targeted by interventions tested in randomized controlled trials, but many of the results are in conflict with observational evidence. The aim of this paper is to review the epidemiologic data linking potential protective factors to dementia or cognitive decline and to discuss the methodological limitations that could explain conflicting results. A thorough review of the literature suggests that, even if there are consistent findings from large observational studies regarding preventive or risk factors for dementia, few randomized controlled trials have been designed specifically to prove the protective effects of interventions based on such factors on dementia incidence. Because of the multifactorial origin of dementia, it appears that multidomain interventions could be a suitable candidate for preventive interventions, but designing such trials remains very challenging for researchers.