Coping with distress causes long-term physiological changes in the brain that raise the risk of developing the disease, researchers said.
The study of 800 Swedish women born between 1914 and 1930 found that women experiencing a number of stressful events in middle age had a 20% greater risk of Alzheimer's disease and a 15% raised risk of any type of dementia.
Starting in 1968, the women underwent psychological checks at regular intervals until 2005, including questionnaires about stressful life events.
In 1968, one in four women had experienced at least one stressful event such as divorce, serious illness, death of a child or a partner's unemployment.
Between 1968 and 2005, a total of 425 women died, while one in five developed dementia.
Those experiencing a number of stressful events were more likely to develop dementia even when accounting for factors such as a family history of mental health.
Writing in BMJ Open, the researchers from Gothenberg University suggested that 'stress may cause a number of physiological reactions in the central nervous, endocrine, immune and cardiovascular systems'.
They added that previous studies had shown that stress can cause structural and functional brain damage and lead to inflammation.
