Abstract APOE4 is the biggest genetic risk factor for Alzheimer’s disease (AD). Proteome-wide changes independent of AD brain pathology and whether these extend to APOE4 carriers irrespective of cognitive status remain unknown. To investigate APOE4-associated proteome changes in people with and without AD. Patient clinical, APOE genotype, and cerebrospinal fluid (CSF) proteome data for 735 participants was sourced from the Alzheimer’s Disease Neuroimaging Initiative (ADNI) database. Participants with no cognitive impairment, mild cognitive impairment (MCI), and AD were included. Diagnosis was defined using cognitive assessments. Supervised machine learning (classification and regression trees; CART) was used for proteome profiling to identify protein signatures. Enrichment analyses for brain regions and cells and peripheral immune cells were performed using NetworkAnalyst 3.0 and the Human Protein Atlas. CART revealed an APOE4 specific proteome signature consisting of 7 proteins that were independent predictors of APOE4 carriers (sensitivity, specificity, PPV, NPV, and AUC = 1.0) and 50 proteins that interacted together for prediction (sensitivity = 0.99, specificity = 0.74, PPV = 0.86, NPV = 0.98, AUC = 0.92). This signature was found across APOE4 carriers independently of diagnosis and was associated with an increased risk of progression to cognitive impairment over time. Proteins within the signature were enriched in brain regions including the caudate and cortex. Enriched brain cells included endothelial cells, oligodendrocytes, and astrocytes. Enriched peripheral immune cells included T cells, macrophages, and B cells. We identified an APOE4 specific CSF proteome signature of 57 proteins that was independent of cognitive status and was associated with an increased risk of progression to cognitive impairment. It was also associated with a strong immune and inflammatory phenotype across the brain and periphery. Our findings suggest that the APOE4 proteome signature is independent of AD-specific brain pathology and likely underlies APOE4 carriers’ vulnerability to cognitive decline and AD.