Background: The number of APOE-epsilon 4 alleles is a major nonmodifiable risk factor for sporadic Alzheimer disease (AD). There is increasing evidence on the benefits of dietary DHA (22:6n-3) before the onset of AD symptoms, particularly in APOE-epsilon 4 carriers. Brain alterations in the preclinical stage can be detected by structural MRI. Objectives: We aimed, in middle-aged cognitively unimpaired individuals at increased risk of AD, to cross-sectionally investigate whether dietary DHA intake relates to cognitive performance and to MRI-based markers of cerebral small vessel disease and AD-related neurodegeneration, exploring the effect modification by APOE-e4 status. Methods: In 340 participants of the ALFA (ALzheimer and FAmilies) study, which is enriched for APOE-epsilon 4 carriership (n = 122, noncarriers; n = 157, 1 allele; n = 61, 2 alleles), we assessed self-reported DHA intake through an FFQ. We measured cognitive performance by administering episodic memory and executive function tests. We performed high-resolution structural MRI to assess cerebral small vessel disease [white matter hyperintensities (WMHs) and cerebral microbleeds (CMBs)] and AD-related brain atrophy (cortical thickness in an AD signature). We constructed regression models adjusted for potential confounders, exploring the interaction DHA x APOE-epsilon 4. Results: We observed no significant associations between DHA and cognitive performance or WMH burden. We observed a nonsignificant inverse association between DHA and prevalence of lobar CMBs (OR: 0.446; 95% CI: 0.195, 1.018; P = 0.055). DHA was found to be significantly related to greater cortical thickness in the AD signature in homozygotes but not in nonhomozygotes (P-interaction = 0.045). The association strengthened when analyzing homozygotes and nonhomozygotes matched for risk factors. Conclusions: In cognitively unimpaired APOE-epsilon 4 homozygotes, dietary DHA intake related to structural patterns that may result in greater resilience to AD pathology. This is consistent with the current hypothesis that those subjects at highest risk would obtain the largest benefits from DHA supplementation in the preclinical stage.