Vitamin E includes 8 natural compounds (4 tocopherols, 4 tocotrienols) with potential neuroprotective activity. α-Tocopherol has mainly been investigated in relation to cognitive impairment. We examined the relation of all plasma vitamin E forms and markers of vitamin E damage (α-tocopherylquinone, 5-nitro-γ-tocopherol) to mild cognitive impairment (MCI) and Alzheimer’s disease (AD). Within the AddNeuroMed-Project, plasma tocopherols, tocotrienols, α-tocopherylquinone, and 5-nitro-γ-tocopherol were assessed in 168 AD cases, 166 MCI, and 187 cognitively normal (CN) people. Compared with cognitively normal subjects, AD and MCI had lower levels of total tocopherols, total tocotrienols, and total vitamin E. In multivariable-polytomous-logistic regression analysis, both MCI and AD cases had 85% lower odds to be in the highest tertile of total tocopherols and total vitamin E, and they were, respectively, 92% and 94% less likely to be in the highest tertile of total tocotrienols than the lowest tertile. Further, both disorders were associated with increased vitamin E damage. Low plasma tocopherols and tocotrienols levels are associated with increased odds of MCI and AD.