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Immune system and blood-brain barrier dysfunction are implicated in the development of Alzheimer's and other dementia-causing diseases, but their causal role remains unknown. We performed Mendelian randomization for 1,827 immune system- and blood-brain barrier-related biomarkers and identified 127 potential causal risk factors for dementia-causing diseases. Pathway analyses linked these biomarkers to amyloid-β, tau and α-synuclein pathways and to autoimmunity-related processes. A phenome-wide analysis using Mendelian randomization-based polygenic risk score in the FinnGen study (n = 339,233) for the biomarkers indicated shared genetic background for dementias and autoimmune diseases. This association was further supported by human leukocyte antigen analyses. In inverse-probability-weighted analyses that simulate randomized controlled drug trials in observational data, anti-inflammatory methotrexate treatment reduced the incidence of Alzheimer's disease in high-risk individuals (hazard ratio compared with no treatment, 0.64, 95% confidence interval 0.49-0.88, P = 0.005). These converging results from different lines of human research suggest that autoimmunity is a modifiable component in dementia-causing diseases.