Chronic inflammatory events appear to play a fundamental role in Alzheimer's disease (AD)-related neuropathological changes, and to result in neuronal dysfunction and death. The inflammatory responses observed in the AD brain include activation and proliferation of glial cells, together with up-regulation of inflammatory mediators and of free radicals. Along with glial cells, neurons themselves can also react and contribute to neuroinflammatory changes in the AD brain, by serving as sources of inflammatory mediators. Because excess cholesterol cannot be degraded in the brain, it must be excreted from that organ as cholesterol oxidation products (oxysterols), in order to prevent its accumulation. Among risk factors for this neurodegenerative disease, a mechanistic link between altered cholesterol metabolism and AD has been suggested; oxysterols appear to be the missing linkers between the two, because of their neurotoxic effects. This study shows that 24-hydroxycholesterol, 27-hydroxycholesterol, and 7β-hydroxycholesterol, the three oxysterols potentially implicated in AD pathogenesis, induce some pro-inflammatory mediator expression in human neuroblastoma SH-SY5Y cells, via Toll-like receptor-4/cyclooxygenase-2/membrane bound prostaglandin E synthase (TLR4/COX-2/mPGES-1); this clearly indicates that oxysterols may promote neuroinflammatory changes in AD. To confirm this evidence, cells were incubated with the anti-inflammatory flavonoid quercetin; remarkably, its anti-inflammatory effects in SH-SY5Y cells were enhanced when it was loaded into β-cyclodextrin-dodecylcarbonate nanoparticles, versus cells pretreated with free quercetin. The goal of loading quercetin into nanoparticles was to improve its permeation across the blood-brain barrier into the brain, and its bioavailability to reach target cells. The findings show that this drug delivery system might be a new therapeutic strategy for preventing or reducing AD progression.