Aberrant lipid metabolism has been strongly linked to Alzheimer's disease (AD) pathogenesis. However, the role of lipids in the pathophysiological processes of AD and their clinical progression is unclear. We hypothesized that plasma lipids are associated with the pathological hallmarks of AD, progression from mild cognitive impairment (MCI) to AD, and the rate of cognitive decline in MCI patients. To evaluate our hypotheses, we analysed the plasma lipidome profile by liquid chromatography coupled to mass spectrometry in an LC-ESI-QTOF-MS/MS platform for 213 subjects recruited consecutively: 104 AD, 89 MCI, and 20 control subjects. Forty-seven (52.8%) MCI patients progressed to AD during follow-up (58 ± 12.5 months). We found that higher plasma levels of sphingomyelin SM(36:0) and diglyceride DG(44:3) were associated with an increased risk of amyloid beta 42 (Aβ42) positivity in CSF, while levels of SM(40:1) were associated with a reduced risk. Higher plasma levels of ether-linked triglyceride TG(O-60:10) were negatively associated with pathological levels of phosphorylated tau in CSF. Plasma levels of fatty acid ester of hydroxy fatty acid FAHFA(34:0) and ether-linked phosphatidylcholine PC(O-36:1) were positively associated with pathological levels of total tau in CSF. Regarding the plasma lipids most associated with progression from MCI to AD, our analysis detected phosphatidyl-ethanolamine plasmalogen PE(P-36:4), TG(59:12), TG(46:0), and TG(O-62:7). Furthermore, TG(O-62:7) was the lipid that was most strongly associated with the rate of progression. In conclusion, our results indicate that neutral and ether-linked lipids are involved in the pathophysiological processes of AD and the progression from MCI to AD dementia, suggesting the involvement of lipid-mediated antioxidant mechanisms in AD.